+233.9%
BURL vs LH
+263.7%
-29.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.4% | +2.5% | -2.0% | -0.7% |
| 30D | -4.3% | +18.7% | -23.1% | -12.0% |
| 3M | -28.8% | +15.3% | -44.1% | -33.8% |
| 6M | -12.8% | +45.4% | -58.2% | -28.1% |
| YTD | -12.8% | +49.5% | -62.3% | -29.4% |
| 1Y | -12.3% | +41.4% | -53.6% | -27.1% |
| 3Y | +92.7% | +87.6% | +5.1% | +34.8% |
| 5Y | -6.5% | +53.8% | -60.3% | -28.8% |
| All | +233.9% | +263.7% | -29.8% | +69.7% |
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