+523.2%
LIN vs XYL
+449.8%
+73.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.7% |
| 3M | -5.6% | -3.7% | -1.9% | -4.4% |
| 6M | -3.4% | -17.7% | +14.3% | +4.4% |
| YTD | +13.1% | -21.5% | +34.6% | +24.1% |
| 1Y | +2.5% | -24.5% | +27.0% | +14.2% |
| 3Y | +27.6% | +6.9% | +20.7% | +18.5% |
| 5Y | +63.0% | -18.1% | +81.1% | +67.3% |
| 10Y | +359.3% | +134.7% | +224.6% | +195.4% |
| All | +523.2% | +449.8% | +73.5% | +201.1% |
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