-14.0%
LVS vs BURL
+261.4%
-275.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -2.6% |
| 7D | +5.2% | +7.7% | -2.5% | +2.8% |
| 30D | +12.0% | -7.1% | +19.1% | +14.3% |
| 3M | -11.5% | -30.3% | +18.8% | -2.1% |
| 6M | -23.2% | -15.5% | -7.7% | -20.5% |
| YTD | -36.7% | -11.0% | -25.7% | -35.8% |
| 1Y | -36.8% | -8.4% | -28.4% | -37.0% |
| 3Y | -10.5% | +96.7% | -107.2% | -33.6% |
| 5Y | +5.1% | -14.1% | +19.1% | -1.0% |
| 10Y | -14.0% | +255.1% | -269.0% | -42.3% |
| All | -14.0% | +261.4% | -275.4% | -42.3% |
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