+156.7%
LITE vs XYL
-36.1%
+192.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.8% | +12.5% | +10.3% |
| 7D | +3.4% | -5.9% | +9.3% | +2.3% |
| 30D | -34.9% | -7.3% | -27.6% | -34.9% |
| 3M | -21.0% | -22.5% | +1.5% | -19.0% |
| 6M | -38.5% | -14.4% | -24.0% | -39.9% |
| YTD | +75.8% | -29.4% | +105.2% | +68.5% |
| 1Y | +156.7% | -35.6% | +192.3% | +205.7% |
| All | +156.7% | -36.1% | +192.8% | +205.7% |
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