+6.0%
LOW vs XYL
-15.8%
+21.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -2.6% | -1.2% | -1.4% | -2.1% |
| 30D | -11.1% | -13.2% | +2.0% | -4.8% |
| 3M | -8.5% | -0.2% | -8.3% | -8.5% |
| 6M | -20.8% | -12.5% | -8.4% | -15.8% |
| YTD | -17.2% | -20.9% | +3.7% | -8.0% |
| 1Y | -24.7% | -21.6% | -3.2% | -16.2% |
| 3Y | -9.7% | +16.1% | -25.9% | -20.1% |
| 5Y | +6.0% | -15.6% | +21.6% | +3.6% |
| All | +6.0% | -15.8% | +21.8% | +3.6% |
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