+5,074.0%
LLY vs XYL
+416.3%
+4,657.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.9% |
| 7D | +0.1% | +2.1% | -2.0% | -0.5% |
| 30D | +19.7% | -3.4% | +23.1% | +20.3% |
| 3M | +19.3% | -17.2% | +36.4% | +24.8% |
| 6M | +49.3% | -12.0% | +61.4% | +53.3% |
| YTD | +32.0% | -26.3% | +58.3% | +42.0% |
| 1Y | +53.7% | -33.5% | +87.2% | +70.2% |
| 3Y | +143.7% | +6.4% | +137.3% | +133.8% |
| 5Y | +463.9% | -20.9% | +484.8% | +476.8% |
| 10Y | +2,006.3% | +120.8% | +1,885.5% | +1,454.5% |
| All | +5,074.0% | +416.3% | +4,657.6% | +3,073.6% |
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