+58.7%
LYB vs BURL
+970.5%
-911.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.1% |
| 7D | -11.5% | +4.1% | -15.6% | -12.6% |
| 30D | +3.8% | -9.5% | +13.3% | +6.1% |
| 3M | -0.2% | -33.5% | +33.4% | +9.9% |
| 6M | -15.6% | -22.1% | +6.5% | -11.8% |
| YTD | +44.9% | -14.6% | +59.5% | +46.1% |
| 1Y | +52.3% | -8.4% | +60.7% | +49.4% |
| 3Y | -19.9% | +86.6% | -106.5% | -38.6% |
| 5Y | -8.0% | -17.2% | +9.2% | -14.5% |
| 10Y | +36.4% | +256.4% | -219.9% | -9.1% |
| All | +58.7% | +970.5% | -911.8% | -3.4% |
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