+1,402.3%
LITE vs XYL
+129.0%
+1,273.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +6.9% |
| 7D | -35.9% | +5.9% | -41.8% | -38.7% |
| 30D | -51.5% | -3.9% | -47.6% | -52.0% |
| 3M | -35.7% | -18.7% | -17.1% | -29.6% |
| 6M | -43.0% | -16.9% | -26.1% | -39.4% |
| YTD | +46.1% | -27.4% | +73.5% | +68.1% |
| 1Y | +124.7% | -34.0% | +158.7% | +176.9% |
| 3Y | +1,172.1% | +5.6% | +1,166.5% | +1,083.1% |
| 5Y | +477.0% | -20.6% | +497.6% | +518.6% |
| All | +1,402.3% | +129.0% | +1,273.3% | +710.9% |
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