+1,344.4%
LITE vs XYL
+3.5%
+1,341.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -0.6% |
| 7D | -13.9% | +0.6% | -14.5% | -14.3% |
| 30D | -46.9% | -5.7% | -41.2% | -46.9% |
| 3M | -28.0% | -19.8% | -8.2% | -18.9% |
| 6M | -35.2% | -14.2% | -21.0% | -33.0% |
| YTD | +58.9% | -28.1% | +87.0% | +89.7% |
| 1Y | +125.3% | -35.0% | +160.3% | +202.3% |
| 3Y | +1,344.4% | +2.1% | +1,342.3% | +988.9% |
| All | +1,344.4% | +3.5% | +1,341.0% | +988.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling