-21.1%
TYL vs LII
+19.4%
-40.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | +4.3% | +0.4% | +3.9% | +4.1% |
| 30D | +28.0% | -2.4% | +30.3% | +28.8% |
| 3M | +32.3% | -17.5% | +49.8% | +40.4% |
| 6M | +29.9% | -32.8% | +62.7% | +44.3% |
| YTD | -7.1% | -27.7% | +20.6% | -1.9% |
| 1Y | -9.2% | -28.1% | +18.9% | -4.0% |
| 3Y | +0.7% | -9.7% | +10.4% | -12.8% |
| 5Y | -21.1% | +19.5% | -40.6% | -45.4% |
| All | -21.1% | +19.4% | -40.4% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling