+49.2%
LYB vs BURL
-11.9%
+61.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +1.7% |
| 7D | +3.7% | +0.4% | +3.2% | +3.8% |
| 30D | +6.4% | -4.3% | +10.8% | +6.0% |
| 3M | +2.8% | -28.8% | +31.5% | -2.5% |
| 6M | -12.2% | -12.8% | +0.6% | -12.7% |
| YTD | +52.4% | -12.8% | +65.2% | +48.5% |
| All | +49.2% | -11.9% | +61.1% | +45.3% |
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