+960.9%
BURL vs LPLA
+1,019.3%
-58.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -2.8% | -3.1% | +0.3% | -1.8% |
| 30D | -28.2% | -0.1% | -28.1% | -28.3% |
| 3M | -17.6% | +23.2% | -40.8% | -23.5% |
| 6M | -11.8% | +15.5% | -27.3% | -16.6% |
| YTD | -8.1% | +0.9% | -9.0% | -9.7% |
| 1Y | -12.0% | +0.2% | -12.1% | -13.7% |
| 3Y | +63.3% | +55.2% | +8.1% | +34.1% |
| 5Y | -10.8% | +145.4% | -156.2% | -39.5% |
| 10Y | +215.9% | +1,229.7% | -1,013.7% | +40.8% |
| All | +960.9% | +1,019.3% | -58.4% | +419.6% |
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