+2,060.2%
LLY vs BURL
+258.4%
+1,801.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.8% | -3.5% |
| 7D | -0.7% | +3.5% | -4.1% | -1.0% |
| 30D | +17.9% | -9.3% | +27.2% | +18.9% |
| 3M | +16.8% | -32.1% | +48.9% | +20.6% |
| 6M | +38.4% | -19.8% | +58.3% | +40.5% |
| YTD | +27.6% | -13.2% | +40.8% | +28.4% |
| 1Y | +48.3% | -7.8% | +56.2% | +48.1% |
| 3Y | +145.4% | +89.3% | +56.0% | +127.7% |
| 5Y | +438.9% | -15.8% | +454.7% | +432.0% |
| All | +2,060.2% | +258.4% | +1,801.8% | +1,939.2% |
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