-13.3%
LEN vs XYL
-23.7%
+10.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.0% | -2.5% |
| 7D | -8.7% | -6.0% | -2.7% | -5.3% |
| 30D | +11.6% | -8.3% | +19.9% | +16.2% |
| 3M | -1.3% | -22.6% | +21.3% | +13.5% |
| 6M | -1.4% | -15.0% | +13.6% | +7.1% |
| YTD | -16.9% | -30.2% | +13.3% | +0.3% |
| 1Y | -31.2% | -36.4% | +5.2% | -11.9% |
| 3Y | -25.6% | -0.9% | -24.7% | -30.2% |
| 5Y | -13.3% | -23.4% | +10.1% | -8.5% |
| All | -13.3% | -23.7% | +10.4% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling