+185.8%
LMT vs XYL
+150.5%
+35.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.2% | +1.2% | -1.4% | -0.6% |
| 30D | -13.1% | -11.9% | -1.1% | -9.3% |
| 3M | -3.9% | -1.5% | -2.3% | -3.7% |
| 6M | -18.3% | -11.9% | -6.4% | -15.1% |
| YTD | +10.3% | -20.6% | +30.9% | +18.4% |
| 1Y | +14.2% | -23.5% | +37.7% | +24.0% |
| 3Y | +35.0% | +14.9% | +20.1% | +23.3% |
| 5Y | +73.2% | -15.3% | +88.5% | +75.7% |
| All | +185.8% | +150.5% | +35.3% | +83.0% |
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