+110.2%
LLY vs BURL
+63.9%
+46.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.8% |
| 3M | +2.3% | -17.6% | +19.9% | +3.7% |
| 6M | +14.9% | -11.8% | +26.7% | +15.6% |
| YTD | +7.5% | -8.1% | +15.6% | +7.7% |
| 1Y | +55.7% | -12.0% | +67.6% | +56.5% |
| All | +110.2% | +63.9% | +46.3% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling