+175.2%
TYL vs LII
+167.2%
+8.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +2.6% |
| 7D | +15.1% | +0.2% | +14.9% | +15.0% |
| 30D | +30.1% | -4.6% | +34.7% | +31.8% |
| 3M | +40.4% | -21.7% | +62.0% | +51.1% |
| 6M | +31.3% | -32.8% | +64.1% | +45.5% |
| YTD | -5.2% | -27.5% | +22.3% | +0.6% |
| 1Y | -6.6% | -28.0% | +21.4% | -0.8% |
| 3Y | +3.4% | -7.2% | +10.6% | -4.7% |
| 5Y | -19.3% | +22.6% | -41.9% | -36.0% |
| All | +175.2% | +167.2% | +8.0% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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