+61.9%
LIN vs XYL
-17.7%
+79.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.1% |
| 7D | -2.1% | -5.0% | +2.9% | -0.1% |
| 30D | -2.4% | -13.2% | +10.8% | +3.2% |
| 3M | -5.6% | -3.7% | -1.9% | -4.5% |
| 6M | -3.4% | -17.7% | +14.3% | +3.8% |
| YTD | +13.1% | -21.5% | +34.6% | +23.3% |
| 1Y | +2.5% | -24.5% | +27.0% | +13.5% |
| 3Y | +27.6% | +6.9% | +20.7% | +16.0% |
| All | +61.9% | -17.7% | +79.6% | +56.2% |
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