+1,379.1%
LSCC vs XYL
+129.6%
+1,249.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.5% | +7.0% | +7.5% |
| 7D | +19.3% | +2.1% | +17.3% | +17.5% |
| 30D | -9.6% | -3.4% | -6.3% | -10.0% |
| 3M | -12.4% | -17.2% | +4.8% | -3.2% |
| 6M | -10.5% | -12.0% | +1.6% | -6.3% |
| YTD | +54.8% | -26.3% | +81.1% | +82.0% |
| 1Y | +79.4% | -33.5% | +112.9% | +127.7% |
| 3Y | +109.6% | +6.4% | +103.2% | +94.2% |
| 5Y | +40.4% | -20.9% | +61.3% | +53.6% |
| 10Y | +1,379.1% | +120.8% | +1,258.2% | +887.8% |
| All | +1,379.1% | +129.6% | +1,249.5% | +887.8% |
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