+23.7%
LUV vs BURL
+261.4%
-237.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | -0.1% | +2.8% |
| 7D | +5.3% | +7.7% | -2.4% | +2.9% |
| 30D | +11.1% | -7.1% | +18.3% | +13.8% |
| 3M | -1.1% | -30.3% | +29.2% | +10.4% |
| 6M | +13.1% | -15.5% | +28.6% | +18.3% |
| YTD | +13.5% | -11.0% | +24.5% | +16.7% |
| 1Y | +45.2% | -8.4% | +53.7% | +47.0% |
| 3Y | +111.4% | +96.7% | +14.7% | +61.2% |
| 5Y | -0.9% | -14.1% | +13.1% | -5.8% |
| 10Y | +23.7% | +255.1% | -231.4% | -8.2% |
| All | +23.7% | +261.4% | -237.7% | -8.2% |
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