+2,053.0%
LLY vs XYL
+100.1%
+1,952.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +4.6% | -6.0% | +10.6% | +6.4% |
| 30D | +22.4% | -8.3% | +30.7% | +24.7% |
| 3M | +17.1% | -22.6% | +39.7% | +25.2% |
| 6M | +44.6% | -15.0% | +59.7% | +50.0% |
| YTD | +33.5% | -30.2% | +63.6% | +46.3% |
| 1Y | +41.1% | -36.4% | +77.5% | +59.0% |
| 3Y | +143.8% | -0.9% | +144.6% | +137.6% |
| 5Y | +473.4% | -23.4% | +496.7% | +492.8% |
| All | +2,053.0% | +100.1% | +1,952.9% | +1,596.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling