+98.7%
LEN vs XYL
+149.5%
-50.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -2.9% |
| 7D | -7.8% | -1.2% | -6.5% | -7.2% |
| 30D | -11.0% | -13.2% | +2.1% | -3.3% |
| 3M | -12.8% | -0.2% | -12.6% | -12.8% |
| 6M | -20.2% | -12.5% | -7.7% | -13.9% |
| YTD | -23.0% | -20.9% | -2.1% | -12.7% |
| 1Y | -41.8% | -21.6% | -20.3% | -33.7% |
| 3Y | -28.8% | +16.1% | -44.9% | -37.2% |
| 5Y | -12.6% | -15.6% | +3.0% | -9.0% |
| All | +98.7% | +149.5% | -50.8% | +22.1% |
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