+67.9%
LIN vs XYL
-23.5%
+91.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.6% |
| 7D | +0.3% | -5.9% | +6.2% | +2.6% |
| 30D | +8.0% | -7.3% | +15.3% | +10.2% |
| 3M | +7.7% | -22.5% | +30.2% | +17.7% |
| 6M | +5.1% | -14.4% | +19.5% | +10.0% |
| YTD | +24.7% | -29.4% | +54.1% | +40.1% |
| 1Y | +25.1% | -35.6% | +60.7% | +46.4% |
| 3Y | +36.8% | +0.3% | +36.6% | +25.4% |
| 5Y | +67.9% | -22.3% | +90.2% | +67.5% |
| All | +67.9% | -23.5% | +91.3% | +67.5% |
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