+47.7%
LYB vs BURL
+192.8%
-145.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -0.7% | -7.9% | +7.2% | +1.5% |
| 30D | +1.5% | -33.7% | +35.2% | +13.5% |
| 3M | -0.3% | -27.2% | +26.9% | +8.1% |
| 6M | +0.1% | -22.1% | +22.1% | +4.7% |
| YTD | +53.4% | -17.6% | +71.0% | +57.2% |
| 1Y | +25.6% | -14.9% | +40.5% | +26.2% |
| 3Y | -21.3% | +52.5% | -73.8% | -37.6% |
| 5Y | -2.4% | -17.1% | +14.7% | -9.5% |
| All | +47.7% | +192.8% | -145.1% | +2.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling