-11.3%
LVS vs BURL
+89.8%
-101.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.4% | +1.0% |
| 7D | +11.4% | +3.5% | +7.9% | +10.7% |
| 30D | +13.6% | -9.3% | +22.9% | +15.5% |
| 3M | -10.0% | -32.1% | +22.1% | -3.9% |
| 6M | -20.6% | -19.8% | -0.7% | -18.0% |
| YTD | -35.5% | -13.2% | -22.3% | -34.5% |
| 1Y | -32.9% | -7.8% | -25.0% | -33.0% |
| All | -11.3% | +89.8% | -101.1% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling