+4,111.7%
LLY vs XYL
+449.8%
+3,662.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | -0.3% |
| 7D | -2.1% | -5.0% | +2.9% | -0.7% |
| 30D | -1.6% | -13.2% | +11.6% | +2.3% |
| 3M | +2.3% | -3.7% | +6.0% | +3.1% |
| 6M | +14.9% | -17.7% | +32.6% | +20.9% |
| YTD | +7.5% | -21.5% | +29.0% | +14.4% |
| 1Y | +55.7% | -24.5% | +80.2% | +67.4% |
| 3Y | +110.6% | +6.9% | +103.7% | +102.7% |
| 5Y | +363.4% | -18.1% | +381.5% | +372.3% |
| 10Y | +1,649.0% | +134.7% | +1,514.3% | +1,177.0% |
| All | +4,111.7% | +449.8% | +3,662.0% | +2,455.9% |
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 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