+168.8%
TYL vs LII
+170.7%
-1.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.3% |
| 7D | +3.5% | -1.2% | +4.7% | +3.9% |
| 30D | +26.9% | -2.0% | +28.8% | +27.6% |
| 3M | +33.8% | -20.2% | +54.1% | +43.2% |
| 6M | +28.8% | -32.5% | +61.4% | +42.7% |
| YTD | -7.9% | -27.4% | +19.5% | -2.3% |
| 1Y | -9.8% | -28.2% | +18.4% | -4.0% |
| 3Y | +1.2% | -7.2% | +8.4% | -6.7% |
| 5Y | -22.8% | +19.9% | -42.7% | -38.4% |
| 10Y | +168.8% | +168.6% | +0.2% | +58.7% |
| All | +168.8% | +170.7% | -1.9% | +58.7% |
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