+134.1%
LLY vs BURL
+89.8%
+44.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.8% | -3.5% |
| 7D | -0.7% | +3.5% | -4.1% | -0.9% |
| 30D | +17.9% | -9.3% | +27.2% | +18.7% |
| 3M | +16.8% | -32.1% | +48.9% | +19.9% |
| 6M | +38.4% | -19.8% | +58.3% | +40.2% |
| YTD | +27.6% | -13.2% | +40.8% | +28.2% |
| 1Y | +48.3% | -7.8% | +56.2% | +47.9% |
| All | +134.1% | +89.8% | +44.3% | +139.5% |
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