-1.5%
LYB vs BURL
-13.9%
+12.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +2.2% |
| 7D | -0.9% | -2.6% | +1.7% | -0.6% |
| 30D | +9.5% | -30.8% | +40.3% | +15.5% |
| 3M | +1.3% | -18.7% | +19.9% | +4.0% |
| 6M | -1.7% | -16.4% | +14.7% | -0.5% |
| YTD | +54.1% | -11.6% | +65.7% | +54.2% |
| 1Y | +25.7% | -12.0% | +37.7% | +25.2% |
| 3Y | -20.9% | +63.6% | -84.6% | -31.0% |
| 5Y | -1.5% | -12.6% | +11.1% | -9.8% |
| All | -1.5% | -13.9% | +12.3% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling