+4,861.6%
LLY vs XYL
+408.9%
+4,452.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.2% |
| 7D | -4.5% | +5.9% | -10.4% | -6.0% |
| 30D | +13.9% | -3.9% | +17.8% | +14.6% |
| 3M | +13.8% | -18.7% | +32.4% | +19.7% |
| 6M | +37.6% | -16.9% | +54.5% | +43.5% |
| YTD | +26.6% | -27.4% | +54.0% | +36.7% |
| 1Y | +45.3% | -34.0% | +79.4% | +61.3% |
| 3Y | +132.2% | +5.6% | +126.6% | +123.2% |
| 5Y | +434.7% | -20.6% | +455.2% | +445.8% |
| 10Y | +2,084.3% | +133.4% | +1,950.9% | +1,491.3% |
| All | +4,861.6% | +408.9% | +4,452.7% | +2,955.1% |
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