+104.9%
TYL vs LH
+186.0%
-81.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.8% | -4.2% |
| 7D | -7.6% | -0.8% | -6.8% | -7.3% |
| 30D | +11.3% | +2.0% | +9.3% | +10.5% |
| 3M | +14.5% | +24.3% | -9.8% | +5.6% |
| 6M | -7.1% | +21.1% | -28.2% | -13.7% |
| YTD | -23.4% | +30.4% | -53.8% | -30.7% |
| 1Y | -38.6% | +18.4% | -56.9% | -42.6% |
| 3Y | -11.3% | +65.5% | -76.8% | -27.8% |
| 5Y | -28.0% | +29.9% | -57.8% | -36.7% |
| 10Y | +104.9% | +186.6% | -81.8% | +38.0% |
| All | +104.9% | +186.0% | -81.2% | +38.0% |
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