+902.7%
BURL vs LH
+351.1%
+551.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.4% |
| 7D | +3.5% | -1.3% | +4.8% | +4.2% |
| 30D | -9.3% | +16.6% | -25.8% | -15.5% |
| 3M | -32.1% | +16.0% | -48.1% | -36.8% |
| 6M | -19.8% | +42.0% | -61.8% | -32.3% |
| YTD | -13.2% | +45.9% | -59.1% | -28.0% |
| 1Y | -7.8% | +46.4% | -54.2% | -23.8% |
| 3Y | +89.3% | +79.0% | +10.4% | +39.1% |
| 5Y | -15.8% | +62.3% | -78.1% | -36.4% |
| 10Y | +262.2% | +265.9% | -3.7% | +81.3% |
| All | +902.7% | +351.1% | +551.5% | +407.6% |
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 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