+29.3%
TYL vs LII
-31.3%
+60.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.1% | +4.3% |
| 7D | +17.3% | +7.9% | +9.3% | +16.4% |
| 30D | +28.9% | -0.6% | +29.5% | +28.9% |
| 3M | +35.1% | -19.3% | +54.4% | +33.9% |
| 6M | +29.3% | -29.8% | +59.2% | +29.5% |
| All | +29.3% | -31.3% | +60.6% | +29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling