+606.9%
LULU vs XHB
+337.5%
+269.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +0.9% |
| 7D | -1.6% | -4.6% | +3.0% | +2.0% |
| 30D | -18.1% | -9.1% | -9.0% | -12.1% |
| 3M | -18.8% | -8.6% | -10.2% | -13.7% |
| 6M | -39.2% | -4.0% | -35.2% | -38.1% |
| YTD | -52.4% | -3.9% | -48.4% | -51.8% |
| 1Y | -40.3% | -16.5% | -23.8% | -32.7% |
| 3Y | -75.1% | +22.6% | -97.7% | -79.7% |
| 5Y | -76.7% | +33.9% | -110.7% | -82.4% |
| 10Y | +52.7% | +213.0% | -160.3% | -43.0% |
| All | +606.9% | +337.5% | +269.5% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 all: compounded portfolio wealth divided by compounded XHB 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…
all analysis · Full analysis span regression · 6 months rolling