+251.1%
LUV vs BURL
+970.5%
-719.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | +4.8% | +4.1% | +0.7% | +3.6% |
| 30D | +6.5% | -9.5% | +16.0% | +9.6% |
| 3M | -4.9% | -33.5% | +28.7% | +6.6% |
| 6M | +8.1% | -22.1% | +30.2% | +15.2% |
| YTD | +9.0% | -14.6% | +23.6% | +13.2% |
| 1Y | +43.6% | -8.4% | +51.9% | +45.3% |
| 3Y | +101.4% | +86.6% | +14.8% | +61.1% |
| 5Y | -7.3% | -17.2% | +9.9% | -10.9% |
| 10Y | +24.6% | +256.4% | -231.8% | -11.3% |
| All | +251.1% | +970.5% | -719.5% | +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 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