+417.5%
LIN vs XYL
+129.0%
+288.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.1% |
| 7D | +0.2% | +5.9% | -5.7% | -2.4% |
| 30D | +6.5% | -3.9% | +10.4% | +7.3% |
| 3M | +5.5% | -18.7% | +24.2% | +14.6% |
| 6M | +3.3% | -16.9% | +20.2% | +10.7% |
| YTD | +22.0% | -27.4% | +49.4% | +38.0% |
| 1Y | +25.7% | -34.0% | +59.8% | +49.0% |
| 3Y | +36.2% | +5.6% | +30.6% | +23.8% |
| 5Y | +66.1% | -20.6% | +86.6% | +70.6% |
| All | +417.5% | +129.0% | +288.5% | +233.1% |
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