+86.6%
BURL vs LPLA
+36.1%
+50.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.2% |
| 7D | +4.1% | +4.1% | -0.1% | +3.1% |
| 30D | -9.5% | -9.0% | -0.4% | -7.7% |
| 3M | -33.5% | -17.6% | -15.9% | -30.7% |
| 6M | -22.1% | -8.8% | -13.3% | -21.1% |
| YTD | -14.6% | -17.0% | +2.5% | -11.9% |
| 1Y | -8.4% | -20.4% | +12.1% | -4.5% |
| 3Y | +86.6% | +35.4% | +51.1% | +77.9% |
| All | +86.6% | +36.1% | +50.5% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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