+168.9%
TYL vs LII
+162.0%
+6.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.7% |
| 7D | +6.7% | -0.6% | +7.3% | +6.9% |
| 30D | +26.5% | -4.6% | +31.1% | +28.3% |
| 3M | +37.3% | -21.2% | +58.5% | +47.5% |
| 6M | +31.2% | -36.4% | +67.6% | +48.2% |
| YTD | -7.4% | -28.9% | +21.6% | -1.1% |
| 1Y | -9.6% | -29.5% | +20.0% | -3.2% |
| 3Y | +1.9% | -8.6% | +10.5% | -5.7% |
| 5Y | -21.1% | +20.2% | -41.3% | -37.0% |
| All | +168.9% | +162.0% | +6.9% | +61.4% |
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