+149.7%
XBI vs LULU
+53.6%
+96.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.0% |
| 7D | -4.6% | -1.6% | -3.0% | -4.2% |
| 30D | -2.0% | -18.1% | +16.1% | +3.1% |
| 3M | +17.8% | -18.8% | +36.6% | +23.6% |
| 6M | +23.7% | -39.2% | +62.9% | +41.2% |
| YTD | +28.2% | -52.4% | +80.6% | +57.1% |
| 1Y | +64.0% | -40.3% | +104.3% | +85.5% |
| 3Y | +99.4% | -75.1% | +174.5% | +182.9% |
| 5Y | +19.3% | -76.7% | +96.1% | +67.0% |
| All | +149.7% | +53.6% | +96.1% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 10y: compounded portfolio wealth divided by compounded LULU 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…
10y analysis · Full analysis span regression · 6 months rolling