+37.8%
LYB vs BURL
+232.1%
-194.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.4% | +1.8% |
| 7D | +6.1% | -1.6% | +7.7% | +6.5% |
| 30D | +5.3% | -7.7% | +13.1% | +7.2% |
| 3M | +4.3% | -31.7% | +36.0% | +14.8% |
| 6M | -10.8% | -15.2% | +4.4% | -8.8% |
| YTD | +53.8% | -15.9% | +69.7% | +55.5% |
| 1Y | +50.5% | -14.2% | +64.7% | +50.1% |
| 3Y | -16.4% | +93.5% | -109.9% | -39.2% |
| 5Y | -4.8% | -9.9% | +5.1% | -14.8% |
| All | +37.8% | +232.1% | -194.3% | -6.2% |
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 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