+144.2%
LNT vs XYL
+150.5%
-6.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -1.0% | +1.2% | -2.2% | -1.4% |
| 30D | -4.2% | -11.9% | +7.7% | -0.7% |
| 3M | -6.7% | -1.5% | -5.1% | -6.5% |
| 6M | -3.6% | -11.9% | +8.3% | -0.5% |
| YTD | +5.9% | -20.6% | +26.5% | +12.2% |
| 1Y | +7.3% | -23.5% | +30.8% | +14.9% |
| 3Y | +46.5% | +14.9% | +31.6% | +35.5% |
| 5Y | +32.5% | -15.3% | +47.8% | +32.7% |
| All | +144.2% | +150.5% | -6.3% | +84.3% |
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 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