+21.2%
LSCC vs XYL
+8.6%
+12.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +3.6% |
| 7D | +1.3% | -5.0% | +6.4% | +5.4% |
| 30D | -9.7% | -13.2% | +3.5% | +0.6% |
| 3M | -23.7% | -3.7% | -20.0% | -23.5% |
| 6M | +26.5% | -17.7% | +44.2% | +45.5% |
| YTD | +57.5% | -21.5% | +79.0% | +85.1% |
| 1Y | +75.7% | -24.5% | +100.2% | +114.8% |
| All | +21.2% | +8.6% | +12.6% | +37.2% |
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