+85.8%
LSCC vs XYL
+5.2%
+80.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.2% | +9.3% | +8.5% |
| 7D | +13.0% | +5.9% | +7.1% | +8.7% |
| 30D | -19.8% | -3.9% | -15.9% | -20.4% |
| 3M | -18.4% | -18.7% | +0.3% | -7.5% |
| 6M | -16.1% | -16.9% | +0.8% | -8.4% |
| YTD | +42.7% | -27.4% | +70.1% | +73.2% |
| 1Y | +68.0% | -34.0% | +102.0% | +127.0% |
| 3Y | +85.8% | +5.6% | +80.2% | +44.8% |
| All | +85.8% | +5.2% | +80.6% | +44.8% |
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 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