+1,493.1%
LITE vs XYL
+100.4%
+1,392.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.6% | -4.6% |
| 7D | +10.8% | -3.7% | +14.5% | +13.2% |
| 30D | -33.4% | -8.3% | -25.1% | -32.3% |
| 3M | -32.2% | -21.4% | -10.8% | -24.1% |
| 6M | -42.1% | -12.9% | -29.2% | -40.5% |
| YTD | +61.9% | -30.1% | +91.9% | +90.4% |
| 1Y | +163.0% | -35.2% | +198.1% | +226.5% |
| 3Y | +1,358.0% | -0.8% | +1,358.8% | +1,304.3% |
| 5Y | +549.9% | -23.2% | +573.1% | +611.1% |
| All | +1,493.1% | +100.4% | +1,392.7% | +698.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling