+42.2%
LLY vs XYL
-36.2%
+78.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +6.7% | -3.7% | +10.5% | +7.4% |
| 30D | +19.6% | -8.3% | +27.9% | +20.4% |
| 3M | +19.7% | -21.4% | +41.1% | +24.5% |
| 6M | +42.7% | -12.9% | +55.7% | +44.6% |
| YTD | +35.1% | -30.1% | +65.2% | +44.4% |
| 1Y | +42.2% | -35.2% | +77.3% | +54.3% |
| All | +42.2% | -36.2% | +78.4% | +54.3% |
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 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