+240.7%
BURL vs LH
+263.9%
-23.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.0% |
| 7D | +4.1% | +1.4% | +2.6% | +3.4% |
| 30D | -9.5% | +17.5% | -27.0% | -16.3% |
| 3M | -33.5% | +16.1% | -49.6% | -38.4% |
| 6M | -22.1% | +43.4% | -65.5% | -35.3% |
| YTD | -14.6% | +47.2% | -61.8% | -30.3% |
| 1Y | -8.4% | +50.1% | -58.5% | -26.2% |
| 3Y | +86.6% | +81.2% | +5.4% | +33.0% |
| 5Y | -17.2% | +63.7% | -80.9% | -39.1% |
| All | +240.7% | +263.9% | -23.2% | +71.4% |
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