+35.1%
LSCC vs XYL
-23.3%
+58.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.6% | -5.6% |
| 7D | +7.0% | -3.7% | +10.7% | +10.0% |
| 30D | -2.3% | -8.3% | +6.0% | +0.8% |
| 3M | -12.5% | -21.4% | +8.9% | +2.3% |
| 6M | -10.6% | -12.9% | +2.4% | -6.1% |
| YTD | +52.7% | -30.1% | +82.8% | +91.9% |
| 1Y | +74.0% | -35.2% | +109.1% | +135.3% |
| 3Y | +104.8% | -0.8% | +105.6% | +88.3% |
| All | +35.1% | -23.3% | +58.5% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling