+8,493.4%
LRCX vs XYL
+466.0%
+8,027.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +2.1% |
| 7D | +10.4% | +1.8% | +8.6% | +9.0% |
| 30D | +2.9% | -9.2% | +12.1% | +9.7% |
| 3M | -1.2% | -0.3% | -0.9% | -2.4% |
| 6M | +60.9% | -11.0% | +71.8% | +72.7% |
| YTD | +87.5% | -19.2% | +106.7% | +114.3% |
| 1Y | +206.6% | -21.2% | +227.9% | +258.5% |
| 3Y | +392.1% | +18.6% | +373.5% | +333.5% |
| 5Y | +478.4% | -14.3% | +492.8% | +521.8% |
| 10Y | +3,821.0% | +141.0% | +3,680.0% | +2,160.6% |
| All | +8,493.4% | +466.0% | +8,027.4% | +3,193.9% |
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