-8.4%
BURL vs LH
+49.6%
-57.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | +4.1% | +1.4% | +2.6% | +3.8% |
| 30D | -9.5% | +17.5% | -27.0% | -11.0% |
| 3M | -33.5% | +16.1% | -49.6% | -34.5% |
| 6M | -22.1% | +43.4% | -65.5% | -25.7% |
| YTD | -14.6% | +47.2% | -61.8% | -17.4% |
| 1Y | -8.4% | +50.1% | -58.5% | -10.6% |
| All | -8.4% | +49.6% | -57.9% | -10.6% |
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