-24.8%
TYL vs LII
+25.3%
-50.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.4% |
| 7D | -3.7% | -0.7% | -3.0% | -3.5% |
| 30D | +18.7% | -12.6% | +31.3% | +23.7% |
| 3M | +18.1% | -24.4% | +42.6% | +26.8% |
| 6M | -1.1% | -28.7% | +27.6% | +7.3% |
| YTD | -19.8% | -19.1% | -0.7% | -18.1% |
| 1Y | -34.3% | -29.7% | -4.6% | -29.0% |
| 3Y | -8.2% | +4.8% | -13.0% | -24.8% |
| All | -24.8% | +25.3% | -50.1% | -48.9% |
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