+873.4%
XBI vs LULU
+691.8%
+181.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.9% |
| 7D | -4.6% | -1.6% | -3.0% | -4.3% |
| 30D | -2.0% | -18.1% | +16.1% | +2.0% |
| 3M | +17.8% | -18.8% | +36.6% | +22.4% |
| 6M | +23.7% | -39.2% | +62.9% | +37.1% |
| YTD | +28.2% | -52.4% | +80.6% | +50.0% |
| 1Y | +64.0% | -40.3% | +104.3% | +80.8% |
| 3Y | +99.4% | -75.1% | +174.5% | +160.3% |
| 5Y | +19.3% | -76.7% | +96.1% | +55.7% |
| 10Y | +158.7% | +52.7% | +106.0% | +118.4% |
| All | +873.4% | +691.8% | +181.7% | +402.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling