-22.4%
TYL vs LH
+62.5%
-84.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.7% |
| 7D | +6.7% | +1.4% | +5.2% | +6.0% |
| 30D | +26.5% | +17.5% | +9.0% | +17.0% |
| 3M | +37.3% | +16.1% | +21.2% | +27.6% |
| 6M | +31.2% | +43.4% | -12.2% | +10.6% |
| YTD | -7.4% | +47.2% | -54.6% | -23.0% |
| 1Y | -9.6% | +50.1% | -59.7% | -25.6% |
| 3Y | +1.9% | +81.2% | -79.3% | -25.5% |
| All | -22.4% | +62.5% | -84.9% | -40.2% |
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