-39.5%
LVS vs BURL
-13.7%
-25.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.1% |
| 7D | -3.9% | +0.4% | -4.3% | -3.9% |
| 30D | +7.1% | -4.3% | +11.4% | +7.2% |
| 3M | -13.2% | -28.8% | +15.6% | -11.8% |
| 6M | -22.8% | -12.8% | -10.0% | -22.4% |
| YTD | -38.0% | -12.8% | -25.2% | -36.2% |
| 1Y | -39.5% | -12.3% | -27.2% | -37.4% |
| All | -39.5% | -13.7% | -25.8% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling