+361.6%
LRCX vs XYL
+15.7%
+345.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.2% |
| 7D | -3.1% | +1.2% | -4.3% | -3.9% |
| 30D | -8.6% | -11.9% | +3.4% | +0.6% |
| 3M | -17.7% | -1.5% | -16.1% | -19.1% |
| 6M | +36.4% | -11.9% | +48.3% | +48.0% |
| YTD | +74.5% | -20.6% | +95.1% | +104.3% |
| 1Y | +159.4% | -23.5% | +183.0% | +215.8% |
| 3Y | +361.6% | +14.9% | +346.7% | +340.4% |
| All | +361.6% | +15.7% | +345.9% | +340.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling