+5,223.3%
LNG vs XYL
+466.0%
+4,757.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.0% | -8.4% | -6.7% |
| 7D | -6.2% | +1.8% | -8.0% | -6.9% |
| 30D | +8.0% | -9.2% | +17.2% | +12.0% |
| 3M | +16.9% | -0.3% | +17.2% | +16.0% |
| 6M | +8.7% | -11.0% | +19.6% | +12.4% |
| YTD | +43.0% | -19.2% | +62.2% | +53.4% |
| 1Y | +19.4% | -21.2% | +40.6% | +29.1% |
| 3Y | +74.7% | +18.6% | +56.1% | +52.8% |
| 5Y | +222.4% | -14.3% | +236.7% | +219.7% |
| 10Y | +532.2% | +141.0% | +391.2% | +235.1% |
| All | +5,223.3% | +466.0% | +4,757.3% | +1,879.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling