+1,580.3%
LLY vs XYL
+140.7%
+1,439.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -3.1% | +0.8% | -3.9% | -3.4% |
| 30D | -8.6% | -10.8% | +2.2% | -5.5% |
| 3M | -1.6% | -2.5% | +0.9% | -1.2% |
| 6M | +11.8% | -12.2% | +24.0% | +15.8% |
| YTD | +5.1% | -20.1% | +25.2% | +11.6% |
| 1Y | +50.7% | -20.6% | +71.4% | +60.2% |
| 3Y | +95.7% | +17.3% | +78.4% | +82.5% |
| 5Y | +390.2% | -14.5% | +404.7% | +394.3% |
| 10Y | +1,580.3% | +150.2% | +1,430.1% | +1,081.4% |
| All | +1,580.3% | +140.7% | +1,439.6% | +1,081.4% |
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