-12.0%
BURL vs LH
+20.0%
-31.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.7% |
| 7D | -2.8% | -2.5% | -0.3% | -2.7% |
| 30D | -28.2% | +4.3% | -32.5% | -28.3% |
| 3M | -17.6% | +25.5% | -43.1% | -18.2% |
| 6M | -11.8% | +17.0% | -28.7% | -12.9% |
| YTD | -8.1% | +31.3% | -39.4% | -7.3% |
| 1Y | -12.0% | +20.0% | -31.9% | -14.2% |
| All | -12.0% | +20.0% | -31.9% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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