+960.9%
BURL vs LH
+305.9%
+655.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.3% |
| 7D | -2.8% | -2.5% | -0.3% | -1.7% |
| 30D | -28.2% | +4.3% | -32.5% | -29.6% |
| 3M | -17.6% | +25.5% | -43.1% | -26.1% |
| 6M | -11.8% | +17.0% | -28.7% | -18.4% |
| YTD | -8.1% | +31.3% | -39.4% | -19.8% |
| 1Y | -12.0% | +20.0% | -31.9% | -20.4% |
| 3Y | +63.3% | +63.9% | -0.6% | +25.0% |
| 5Y | -10.8% | +30.9% | -41.7% | -25.3% |
| 10Y | +215.9% | +191.4% | +24.5% | +72.2% |
| All | +960.9% | +305.9% | +655.0% | +465.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling