+19.9%
XBI vs LUMN
-37.8%
+57.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | -4.6% | +2.5% | -7.2% | -4.8% |
| 30D | -2.0% | +10.3% | -12.3% | -2.9% |
| 3M | +17.8% | -18.3% | +36.0% | +19.4% |
| 6M | +23.7% | +4.4% | +19.4% | +22.6% |
| YTD | +28.2% | -10.7% | +38.9% | +27.8% |
| 1Y | +64.0% | +14.0% | +50.0% | +58.8% |
| 3Y | +99.4% | +406.6% | -307.2% | +48.3% |
| All | +19.9% | -37.8% | +57.8% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling