+3,485.3%
LLY vs BURL
+1,021.0%
+2,464.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.7% | -7.1% | -0.1% |
| 7D | +10.1% | +10.4% | -0.3% | +9.1% |
| 30D | +24.0% | -4.9% | +29.0% | +24.5% |
| 3M | +27.3% | -29.8% | +57.0% | +31.1% |
| 6M | +47.0% | -16.5% | +63.4% | +48.7% |
| YTD | +32.6% | -10.5% | +43.1% | +33.1% |
| 1Y | +57.3% | -5.3% | +62.7% | +56.8% |
| 3Y | +154.9% | +95.1% | +59.9% | +135.3% |
| 5Y | +447.5% | -12.1% | +459.6% | +435.7% |
| 10Y | +2,187.5% | +273.2% | +1,914.4% | +1,789.2% |
| All | +3,485.3% | +1,021.0% | +2,464.4% | +2,732.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling