+93.5%
BURL vs LH
+86.5%
+7.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.4% |
| 7D | -1.6% | +1.1% | -2.6% | -1.9% |
| 30D | -7.7% | +16.7% | -24.5% | -11.7% |
| 3M | -31.7% | +15.1% | -46.7% | -34.4% |
| 6M | -15.2% | +46.3% | -61.5% | -24.9% |
| YTD | -15.9% | +48.8% | -64.7% | -26.2% |
| 1Y | -14.2% | +39.7% | -53.9% | -23.1% |
| 3Y | +93.5% | +87.0% | +6.5% | +38.6% |
| All | +93.5% | +86.5% | +7.0% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling