+168.8%
TYL vs LH
+259.5%
-90.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | +3.5% | +4.6% | -1.0% | +1.8% |
| 30D | +26.9% | +19.1% | +7.8% | +18.3% |
| 3M | +33.8% | +16.7% | +17.1% | +25.6% |
| 6M | +28.8% | +47.0% | -18.2% | +10.8% |
| YTD | -7.9% | +49.3% | -57.2% | -21.4% |
| 1Y | -9.8% | +48.6% | -58.4% | -22.9% |
| 3Y | +1.2% | +87.8% | -86.7% | -22.1% |
| 5Y | -22.8% | +65.0% | -87.9% | -38.2% |
| 10Y | +168.8% | +275.0% | -106.2% | +66.5% |
| All | +168.8% | +259.5% | -90.6% | +66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling