+53.8%
LNT vs XYL
-23.3%
+77.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | +1.0% | -3.7% | +4.8% | +1.9% |
| 30D | +9.6% | -8.3% | +17.9% | +11.2% |
| 3M | +5.4% | -21.4% | +26.8% | +10.8% |
| 6M | +3.1% | -12.9% | +16.1% | +5.7% |
| YTD | +16.5% | -30.1% | +46.5% | +25.1% |
| 1Y | +12.3% | -35.2% | +47.5% | +23.0% |
| 3Y | +70.3% | -0.8% | +71.1% | +62.1% |
| All | +53.8% | -23.3% | +77.1% | +50.6% |
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