+1,612.0%
LLY vs BURL
+215.5%
+1,396.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.1% |
| 7D | -2.1% | -2.8% | +0.6% | -1.9% |
| 30D | -1.6% | -28.2% | +26.5% | +1.2% |
| 3M | +2.3% | -17.6% | +19.9% | +3.9% |
| 6M | +14.9% | -11.8% | +26.7% | +15.7% |
| YTD | +7.5% | -8.1% | +15.6% | +7.7% |
| 1Y | +55.7% | -12.0% | +67.6% | +56.3% |
| 3Y | +110.6% | +63.3% | +47.3% | +97.9% |
| 5Y | +363.4% | -10.8% | +374.2% | +355.1% |
| All | +1,612.0% | +215.5% | +1,396.5% | +1,470.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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