+5.3%
LVS vs BURL
-17.2%
+22.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | +11.1% | +4.1% | +7.0% | +10.1% |
| 30D | +14.7% | -9.5% | +24.1% | +17.2% |
| 3M | -10.9% | -33.5% | +22.6% | -2.5% |
| 6M | -22.3% | -22.1% | -0.3% | -18.6% |
| YTD | -35.8% | -14.6% | -21.2% | -34.4% |
| 1Y | -33.5% | -8.4% | -25.1% | -33.6% |
| 3Y | -11.7% | +86.6% | -98.3% | -29.2% |
| All | +5.3% | -17.2% | +22.4% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling