+48.2%
LYB vs BURL
+194.2%
-146.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.2% | +1.7% |
| 7D | -3.1% | -7.0% | +3.9% | -1.3% |
| 30D | +4.0% | -35.6% | +39.6% | +17.2% |
| 3M | +2.4% | -26.3% | +28.7% | +10.6% |
| 6M | -1.4% | -20.7% | +19.2% | +2.5% |
| YTD | +53.9% | -17.2% | +71.1% | +57.5% |
| 1Y | +26.1% | -15.0% | +41.1% | +26.8% |
| 3Y | -21.0% | +53.2% | -74.3% | -37.5% |
| 5Y | -0.7% | -18.7% | +17.9% | -7.1% |
| All | +48.2% | +194.2% | -146.0% | +2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling