-11.8%
LVS vs BURL
+244.4%
-256.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.7% |
| 7D | -3.9% | +0.4% | -4.3% | -4.1% |
| 30D | +7.1% | -4.3% | +11.4% | +8.3% |
| 3M | -13.2% | -28.8% | +15.6% | -4.6% |
| 6M | -22.8% | -12.8% | -10.0% | -20.9% |
| YTD | -38.0% | -12.8% | -25.2% | -36.7% |
| 1Y | -39.5% | -12.3% | -27.2% | -38.8% |
| 3Y | -12.2% | +92.7% | -104.9% | -34.5% |
| 5Y | +6.4% | -6.5% | +13.0% | -2.9% |
| All | -11.8% | +244.4% | -256.3% | -40.6% |
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