+1,763.3%
LSCC vs XYL
+135.4%
+1,627.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +3.4% |
| 7D | +1.3% | -5.0% | +6.4% | +5.0% |
| 30D | -9.7% | -13.2% | +3.5% | -0.5% |
| 3M | -23.7% | -3.7% | -20.0% | -22.9% |
| 6M | +26.5% | -17.7% | +44.2% | +43.5% |
| YTD | +57.5% | -21.5% | +79.0% | +82.6% |
| 1Y | +75.7% | -24.5% | +100.2% | +109.8% |
| 3Y | +19.5% | +6.9% | +12.5% | +12.8% |
| 5Y | +83.8% | -18.1% | +101.8% | +101.3% |
| All | +1,763.3% | +135.4% | +1,627.9% | +1,135.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling