+222.1%
LNG vs XYL
-16.2%
+238.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -4.7% | +1.2% | -5.9% | -4.9% |
| 30D | +3.8% | -11.9% | +15.8% | +6.1% |
| 3M | +16.2% | -1.5% | +17.7% | +15.9% |
| 6M | +11.7% | -11.9% | +23.6% | +13.7% |
| YTD | +44.2% | -20.6% | +64.8% | +49.7% |
| 1Y | +18.6% | -23.5% | +42.1% | +23.9% |
| 3Y | +77.4% | +14.9% | +62.6% | +65.9% |
| All | +222.1% | -16.2% | +238.3% | +214.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling