+16.0%
LUV vs BURL
+217.6%
-201.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +1.5% |
| 7D | +0.4% | -2.8% | +3.2% | +1.3% |
| 30D | -18.4% | -28.2% | +9.7% | -9.6% |
| 3M | -3.2% | -17.6% | +14.4% | +2.6% |
| 6M | -14.8% | -11.8% | -3.1% | -11.9% |
| YTD | -2.9% | -8.1% | +5.3% | -0.9% |
| 1Y | +29.6% | -12.0% | +41.5% | +32.7% |
| 3Y | +35.2% | +63.3% | -28.1% | +9.7% |
| 5Y | -11.7% | -10.8% | -0.9% | -16.9% |
| All | +16.0% | +217.6% | -201.7% | -16.3% |
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