-12.0%
BURL vs LTH
+54.1%
-66.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.6% |
| 7D | -2.8% | -0.6% | -2.1% | -2.7% |
| 30D | -28.2% | -4.6% | -23.6% | -27.6% |
| 3M | -17.6% | +32.8% | -50.4% | -20.9% |
| 6M | -11.8% | +64.6% | -76.4% | -18.2% |
| YTD | -8.1% | +62.6% | -70.8% | -14.7% |
| 1Y | -12.0% | +49.9% | -61.9% | -16.3% |
| All | -12.0% | +54.1% | -66.1% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling