+40.9%
LVS vs TYL
+5,257.5%
-5,216.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.7% |
| 7D | +11.1% | +6.7% | +4.4% | +7.7% |
| 30D | +14.7% | +26.5% | -11.9% | +1.7% |
| 3M | -10.9% | +37.3% | -48.2% | -24.8% |
| 6M | -22.3% | +31.2% | -53.5% | -33.7% |
| YTD | -35.8% | -7.4% | -28.5% | -35.9% |
| 1Y | -33.5% | -9.6% | -23.9% | -32.9% |
| 3Y | -11.7% | +1.9% | -13.6% | -19.9% |
| 5Y | +2.6% | -21.1% | +23.7% | +3.6% |
| 10Y | -11.9% | +171.8% | -183.6% | -59.4% |
| All | +40.9% | +5,257.5% | -5,216.5% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling