-26.9%
LEN vs XYL
+16.4%
-43.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.1% |
| 7D | -3.4% | +0.8% | -4.2% | -3.9% |
| 30D | -5.7% | -10.8% | +5.2% | +0.3% |
| 3M | -12.2% | -2.5% | -9.7% | -11.0% |
| 6M | -18.3% | -12.2% | -6.1% | -12.8% |
| YTD | -20.2% | -20.1% | -0.1% | -11.6% |
| 1Y | -40.1% | -20.6% | -19.4% | -33.4% |
| All | -26.9% | +16.4% | -43.3% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling