+14.2%
LMT vs XYL
-21.4%
+35.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.2% | +1.2% | -1.4% | -0.5% |
| 30D | -13.1% | -11.9% | -1.1% | -10.9% |
| 3M | -3.9% | -1.5% | -2.3% | -3.7% |
| 6M | -18.3% | -11.9% | -6.4% | -16.7% |
| YTD | +10.3% | -20.6% | +30.9% | +14.5% |
| 1Y | +14.2% | -23.5% | +37.7% | +15.7% |
| All | +14.2% | -21.4% | +35.7% | +15.7% |
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