-34.3%
TYL vs LH
+20.0%
-54.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.4% |
| 7D | -3.7% | -2.5% | -1.2% | -2.5% |
| 30D | +18.7% | +4.3% | +14.4% | +16.4% |
| 3M | +18.1% | +25.5% | -7.4% | +7.5% |
| 6M | -1.1% | +17.0% | -18.1% | -7.9% |
| YTD | -19.8% | +31.3% | -51.1% | -27.0% |
| 1Y | -34.3% | +20.0% | -54.3% | -39.7% |
| All | -34.3% | +20.0% | -54.3% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling