+837.2%
LHX vs XYL
+456.4%
+380.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -4.3% | +1.2% | -5.5% | -4.7% |
| 30D | -15.1% | -11.9% | -3.2% | -10.9% |
| 3M | -21.0% | -1.5% | -19.4% | -20.7% |
| 6M | -32.0% | -11.9% | -20.1% | -28.9% |
| YTD | -15.3% | -20.6% | +5.3% | -8.2% |
| 1Y | -11.1% | -23.5% | +12.5% | -2.2% |
| 3Y | +54.0% | +14.9% | +39.2% | +40.8% |
| 5Y | +17.1% | -15.3% | +32.4% | +18.6% |
| 10Y | +225.8% | +148.6% | +77.2% | +104.1% |
| All | +837.2% | +456.4% | +380.8% | +344.1% |
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 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