+28.2%
LYB vs BURL
+247.8%
-219.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.2% |
| 7D | -8.3% | +5.9% | -14.2% | -10.0% |
| 30D | +0.9% | -8.3% | +9.3% | +3.0% |
| 3M | -2.3% | -31.6% | +29.4% | +7.6% |
| 6M | -13.8% | -16.6% | +2.8% | -11.3% |
| YTD | +44.6% | -12.1% | +56.7% | +44.5% |
| 1Y | +50.6% | -10.0% | +60.6% | +48.3% |
| 3Y | -21.4% | +94.3% | -115.7% | -42.7% |
| 5Y | -8.0% | -13.2% | +5.2% | -15.8% |
| 10Y | +28.2% | +252.5% | -224.4% | -13.5% |
| All | +28.2% | +247.8% | -219.7% | -13.5% |
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 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