+902.7%
BURL vs LPLA
+837.3%
+65.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -1.8% |
| 7D | +3.5% | +7.6% | -4.2% | +1.0% |
| 30D | -9.3% | -9.5% | +0.2% | -6.7% |
| 3M | -32.1% | -16.3% | -15.8% | -28.7% |
| 6M | -19.8% | -8.0% | -11.8% | -18.7% |
| YTD | -13.2% | -15.5% | +2.3% | -10.2% |
| 1Y | -7.8% | -19.4% | +11.5% | -3.2% |
| 3Y | +89.3% | +39.7% | +49.6% | +59.5% |
| 5Y | -15.8% | +83.0% | -98.8% | -37.4% |
| 10Y | +262.2% | +933.4% | -671.3% | +71.5% |
| All | +902.7% | +837.3% | +65.4% | +416.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling