+559.5%
LEN vs XYL
+449.8%
+109.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | +0.1% |
| 7D | -3.2% | -5.0% | +1.9% | -0.2% |
| 30D | -4.9% | -13.2% | +8.3% | +3.2% |
| 3M | -8.5% | -3.7% | -4.8% | -6.5% |
| 6M | -20.7% | -17.7% | -3.0% | -11.5% |
| YTD | -17.4% | -21.5% | +4.1% | -6.1% |
| 1Y | -38.2% | -24.5% | -13.8% | -28.3% |
| 3Y | -24.9% | +6.9% | -31.8% | -29.7% |
| 5Y | -11.4% | -18.1% | +6.6% | -5.7% |
| 10Y | +110.0% | +134.7% | -24.7% | +22.4% |
| All | +559.5% | +449.8% | +109.7% | +145.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling