Rolling "This Month" vs LY "This Month"

I may be missing it but I would like to show a rolling monthly view of revenue by day.  Selecting "This Month" and then selecting "Add Time Period Column" > "This Month Last Year to This Date Range" applies the appropriate LY range.  However when I then change the TY range to "Last Month" the secondary LY month does not change to the same range for LY.  Has anyone figured out a way to run a rolling month vs LY report in workspace?  Thanks!