+52.3%
LVS vs TYL
+4,537.3%
-4,485.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +1.7% |
| 7D | -1.5% | -3.7% | +2.2% | +0.3% |
| 30D | -3.2% | +18.7% | -22.0% | -11.6% |
| 3M | -12.0% | +18.1% | -30.1% | -20.1% |
| 6M | -19.9% | -1.1% | -18.8% | -21.2% |
| YTD | -30.6% | -19.8% | -10.8% | -25.1% |
| 1Y | -17.7% | -34.3% | +16.6% | -2.3% |
| 3Y | -14.2% | -8.2% | -6.0% | -17.9% |
| 5Y | +9.6% | -25.4% | +35.0% | +13.6% |
| 10Y | +5.7% | +115.6% | -109.9% | -44.7% |
| All | +52.3% | +4,537.3% | -4,485.1% | -87.8% |
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