-8.8%
BURL vs LH
+49.3%
-58.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +4.0% |
| 7D | +7.7% | +4.6% | +3.1% | +7.1% |
| 30D | -7.1% | +19.1% | -26.3% | -8.6% |
| 3M | -30.3% | +16.7% | -47.0% | -31.2% |
| 6M | -15.5% | +47.0% | -62.6% | -19.1% |
| YTD | -11.0% | +49.3% | -60.3% | -12.2% |
| All | -8.8% | +49.3% | -58.1% | -11.3% |
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