+36.5%
LMT vs XYL
+15.2%
+21.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -0.5% | -1.2% | +0.7% | -0.3% |
| 30D | -10.8% | -13.2% | +2.4% | -8.5% |
| 3M | +1.6% | -0.2% | +1.8% | +1.5% |
| 6M | -17.6% | -12.5% | -5.1% | -15.8% |
| YTD | +11.6% | -20.9% | +32.5% | +15.8% |
| 1Y | +17.2% | -21.6% | +38.8% | +21.7% |
| All | +36.5% | +15.2% | +21.3% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling