+232.7%
LITE vs XYL
-30.7%
+263.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.0% | -12.8% | -7.0% |
| 7D | -31.4% | +14.5% | -46.0% | -30.3% |
| 30D | -42.6% | -1.3% | -41.3% | -42.0% |
| 3M | -26.2% | -17.0% | -9.2% | -23.2% |
| 6M | -35.8% | -11.3% | -24.5% | -35.6% |
| YTD | +70.0% | -25.0% | +95.0% | +65.4% |
| 1Y | +232.7% | -31.5% | +264.3% | +343.7% |
| All | +232.7% | -30.7% | +263.4% | +343.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling