+3.5%
LVS vs BURL
+217.6%
-214.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.1% |
| 7D | -1.5% | -2.8% | +1.3% | -0.7% |
| 30D | -3.2% | -28.2% | +24.9% | +6.5% |
| 3M | -12.0% | -17.6% | +5.6% | -7.2% |
| 6M | -19.9% | -11.8% | -8.1% | -17.9% |
| YTD | -30.6% | -8.1% | -22.5% | -30.0% |
| 1Y | -17.7% | -12.0% | -5.8% | -16.8% |
| 3Y | -14.2% | +63.3% | -77.5% | -31.9% |
| 5Y | +9.6% | -10.8% | +20.4% | +2.4% |
| All | +3.5% | +217.6% | -214.1% | -30.2% |
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