+14,116.1%
TYL vs LH
+1,562.0%
+12,554.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.4% |
| 7D | +6.7% | +1.4% | +5.2% | +6.4% |
| 30D | +26.5% | +17.5% | +9.0% | +23.1% |
| 3M | +37.3% | +16.1% | +21.2% | +33.7% |
| 6M | +31.2% | +43.4% | -12.2% | +23.5% |
| YTD | -7.4% | +47.2% | -54.6% | -13.2% |
| 1Y | -9.6% | +50.1% | -59.7% | -15.6% |
| 3Y | +1.9% | +81.2% | -79.3% | -8.1% |
| 5Y | -21.1% | +63.7% | -84.8% | -27.8% |
| 10Y | +171.8% | +269.2% | -97.4% | +118.0% |
| All | +14,116.1% | +1,562.0% | +12,554.1% | +8,028.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling