+57.3%
LLY vs XYL
-30.7%
+88.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | -0.2% |
| 7D | +10.1% | +14.5% | -4.5% | +7.7% |
| 30D | +24.0% | -1.3% | +25.4% | +23.5% |
| 3M | +27.3% | -17.0% | +44.3% | +31.3% |
| 6M | +47.0% | -11.3% | +58.3% | +49.5% |
| YTD | +32.6% | -25.0% | +57.6% | +40.3% |
| 1Y | +57.3% | -31.5% | +88.9% | +68.9% |
| All | +57.3% | -30.7% | +88.0% | +68.9% |
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 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