+50.6%
LYB vs BURL
-4.6%
+55.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +7.7% | -12.4% | -3.2% |
| 7D | -6.2% | +10.4% | -16.6% | -4.3% |
| 30D | +6.3% | -4.9% | +11.3% | +5.8% |
| 3M | +4.1% | -29.8% | +33.8% | -1.3% |
| 6M | -15.5% | -16.5% | +1.0% | -16.6% |
| YTD | +50.2% | -10.5% | +60.8% | +47.0% |
| 1Y | +50.6% | -5.3% | +55.9% | +48.2% |
| All | +50.6% | -4.6% | +55.2% | +48.2% |
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 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