+132.4%
LEN vs XYL
+100.4%
+32.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | -0.1% |
| 7D | -5.8% | -3.7% | -2.0% | -3.6% |
| 30D | +13.7% | -8.3% | +22.0% | +18.6% |
| 3M | -3.9% | -21.4% | +17.6% | +9.6% |
| 6M | -0.4% | -12.9% | +12.6% | +6.8% |
| YTD | -16.8% | -30.1% | +13.2% | +0.4% |
| 1Y | -29.5% | -35.2% | +5.7% | -10.8% |
| 3Y | -25.6% | -0.8% | -24.8% | -28.7% |
| 5Y | -13.2% | -23.2% | +10.0% | -5.3% |
| All | +132.4% | +100.4% | +32.0% | +57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling