+580.2%
LIN vs XYL
+420.4%
+159.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | +3.6% | +10.2% | -6.6% | -0.7% |
| 30D | +6.4% | -4.3% | +10.7% | +7.5% |
| 3M | +6.5% | -17.8% | +24.3% | +14.7% |
| 6M | +4.9% | -13.4% | +18.2% | +9.9% |
| YTD | +23.4% | -25.7% | +49.2% | +37.2% |
| 1Y | +26.3% | -32.7% | +59.0% | +46.7% |
| 3Y | +38.0% | +7.1% | +30.9% | +26.6% |
| 5Y | +68.0% | -18.7% | +86.7% | +71.3% |
| 10Y | +437.1% | +138.7% | +298.4% | +241.5% |
| All | +580.2% | +420.4% | +159.8% | +233.0% |
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