+208.1%
LRCX vs XYL
-23.4%
+231.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.2% | +6.5% |
| 7D | +1.9% | -5.0% | +7.0% | +5.4% |
| 30D | +0.1% | -13.2% | +13.3% | +9.7% |
| 3M | -8.5% | -3.7% | -4.8% | -11.1% |
| 6M | +38.1% | -17.7% | +55.8% | +55.5% |
| YTD | +80.1% | -21.5% | +101.6% | +100.5% |
| 1Y | +208.1% | -24.5% | +232.6% | +277.7% |
| All | +208.1% | -23.4% | +231.4% | +277.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling