-43.0%
LITE vs XYL
-16.5%
-26.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +4.2% |
| 7D | -35.9% | +5.9% | -41.8% | -32.9% |
| 30D | -51.5% | -3.9% | -47.6% | -51.0% |
| 3M | -35.7% | -18.7% | -17.1% | -40.9% |
| 6M | -43.0% | -16.9% | -26.1% | -47.6% |
| All | -43.0% | -16.5% | -26.4% | -47.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling