+466.0%
LNT vs XYL
+466.0%
0.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.0% | +0.2% |
| 7D | +1.0% | +1.8% | -0.8% | +0.5% |
| 30D | -1.1% | -9.2% | +8.1% | +1.3% |
| 3M | -3.6% | -0.3% | -3.3% | -3.7% |
| 6M | -2.7% | -11.0% | +8.3% | -0.1% |
| YTD | +8.0% | -19.2% | +27.2% | +13.3% |
| 1Y | +10.5% | -21.2% | +31.7% | +16.6% |
| 3Y | +49.6% | +18.6% | +31.0% | +39.0% |
| 5Y | +32.2% | -14.3% | +46.5% | +32.0% |
| 10Y | +141.8% | +141.0% | +0.7% | +83.2% |
| All | +466.0% | +466.0% | 0.0% | +265.0% |
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