+255.1%
BURL vs LH
+259.5%
-4.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.5% |
| 7D | +7.7% | +4.6% | +3.1% | +5.5% |
| 30D | -7.1% | +19.1% | -26.3% | -14.8% |
| 3M | -30.3% | +16.7% | -47.0% | -35.6% |
| 6M | -15.5% | +47.0% | -62.6% | -30.7% |
| YTD | -11.0% | +49.3% | -60.3% | -27.8% |
| 1Y | -8.4% | +48.6% | -57.0% | -25.8% |
| 3Y | +96.7% | +87.8% | +8.8% | +37.6% |
| 5Y | -14.1% | +65.0% | -79.1% | -37.1% |
| 10Y | +255.1% | +275.0% | -19.9% | +81.4% |
| All | +255.1% | +259.5% | -4.4% | +81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling