+43.1%
XBI vs LUMN
-60.4%
+103.5%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.3% | -5.2% | +2.1% |
| 7D | +3.2% | -10.6% | +13.7% | +4.4% |
| 30D | +2.0% | -18.2% | +20.2% | +4.1% |
| 3M | -0.3% | -30.8% | +30.5% | +3.3% |
| 6M | +16.6% | -49.1% | +65.6% | +24.3% |
| YTD | +28.8% | -44.4% | +73.2% | +34.2% |
| All | +43.1% | -60.4% | +103.5% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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