+66.1%
LYB vs BURL
+1,051.1%
-985.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.6% |
| 7D | -0.2% | -2.8% | +2.6% | +0.4% |
| 30D | +8.7% | -28.2% | +36.9% | +18.1% |
| 3M | -3.0% | -17.6% | +14.6% | +1.2% |
| 6M | +4.7% | -11.8% | +16.5% | +5.8% |
| YTD | +51.6% | -8.1% | +59.7% | +51.0% |
| 1Y | +24.4% | -12.0% | +36.3% | +24.3% |
| 3Y | -23.5% | +63.3% | -86.8% | -38.5% |
| 5Y | -6.5% | -10.8% | +4.3% | -14.4% |
| 10Y | +40.5% | +215.9% | -175.5% | -4.9% |
| All | +66.1% | +1,051.1% | -985.0% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling