+3,574.4%
LITE vs XYL
+209.9%
+3,364.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.0% |
| 7D | +22.6% | -6.0% | +28.6% | +26.7% |
| 30D | -36.8% | -8.3% | -28.5% | -35.7% |
| 3M | -33.0% | -22.6% | -10.4% | -24.6% |
| 6M | -37.1% | -15.0% | -22.0% | -34.3% |
| YTD | +69.5% | -30.2% | +99.7% | +98.3% |
| 1Y | +146.1% | -36.4% | +182.5% | +207.0% |
| 3Y | +1,440.8% | -0.9% | +1,441.7% | +1,392.2% |
| 5Y | +580.4% | -23.4% | +603.8% | +643.3% |
| 10Y | +1,606.7% | +100.9% | +1,505.8% | +973.9% |
| All | +3,574.4% | +209.9% | +3,364.5% | +1,842.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling