-24.8%
TYL vs LH
+31.5%
-56.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.3% |
| 6M | -1.1% | +17.0% | -18.1% | -8.3% |
| YTD | -19.8% | +31.3% | -51.1% | -29.5% |
| 1Y | -34.3% | +20.0% | -54.3% | -40.0% |
| 3Y | -8.2% | +63.9% | -72.1% | -29.8% |
| All | -24.8% | +31.5% | -56.2% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling