+562.5%
LITE vs XYL
-23.3%
+585.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.6% | -4.6% |
| 7D | +10.8% | -3.7% | +14.5% | +13.1% |
| 30D | -33.4% | -8.3% | -25.1% | -32.3% |
| 3M | -32.2% | -21.4% | -10.8% | -23.6% |
| 6M | -42.1% | -12.9% | -29.2% | -40.7% |
| YTD | +61.9% | -30.1% | +91.9% | +92.9% |
| 1Y | +163.0% | -35.2% | +198.1% | +234.1% |
| 3Y | +1,358.0% | -0.8% | +1,358.8% | +1,284.8% |
| All | +562.5% | -23.3% | +585.8% | +581.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling