-38.2%
LEN vs XYL
-23.4%
-14.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.1% |
| 7D | -3.2% | -5.0% | +1.9% | -1.0% |
| 30D | -4.9% | -13.2% | +8.3% | +1.1% |
| 3M | -8.5% | -3.7% | -4.8% | -6.4% |
| 6M | -20.7% | -17.7% | -3.0% | -16.6% |
| YTD | -17.4% | -21.5% | +4.1% | -14.4% |
| 1Y | -38.2% | -24.5% | -13.8% | -34.8% |
| All | -38.2% | -23.4% | -14.9% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling