-31.8%
LVS vs XYL
-30.7%
-1.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.0% | +1.5% | +5.8% |
| 7D | +13.4% | +14.5% | -1.1% | +11.7% |
| 30D | +12.2% | -1.3% | +13.5% | +11.7% |
| 3M | -10.7% | -17.0% | +6.2% | -9.7% |
| 6M | -19.8% | -11.3% | -8.5% | -19.4% |
| YTD | -35.8% | -25.0% | -10.8% | -34.6% |
| 1Y | -31.8% | -31.5% | -0.3% | -27.2% |
| All | -31.8% | -30.7% | -1.1% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling