+550.0%
LNG vs XYL
+150.5%
+399.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -4.7% | +1.2% | -5.9% | -5.1% |
| 30D | +3.8% | -11.9% | +15.8% | +8.1% |
| 3M | +16.2% | -1.5% | +17.7% | +15.9% |
| 6M | +11.7% | -11.9% | +23.6% | +15.4% |
| YTD | +44.2% | -20.6% | +64.8% | +54.0% |
| 1Y | +18.6% | -23.5% | +42.1% | +28.1% |
| 3Y | +77.4% | +14.9% | +62.6% | +59.7% |
| 5Y | +232.3% | -15.3% | +247.6% | +233.4% |
| All | +550.0% | +150.5% | +399.5% | +285.1% |
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