+2,259.5%
LITE vs XYL
+135.4%
+2,124.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +5.3% |
| 7D | -1.5% | -5.0% | +3.5% | +1.7% |
| 30D | +6.7% | -13.2% | +19.9% | +16.3% |
| 3M | -6.8% | -3.7% | -3.0% | -6.5% |
| 6M | +29.4% | -17.7% | +47.1% | +44.4% |
| YTD | +139.1% | -21.5% | +160.6% | +171.4% |
| 1Y | +521.0% | -24.5% | +545.5% | +628.6% |
| 3Y | +1,535.3% | +6.9% | +1,528.3% | +1,458.4% |
| 5Y | +889.8% | -18.1% | +907.9% | +974.0% |
| All | +2,259.5% | +135.4% | +2,124.0% | +1,139.2% |
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