-5.3%
BURL vs LTH
+84.0%
-89.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +6.3% | +1.4% | +6.4% |
| 7D | +10.4% | +9.9% | +0.6% | +8.5% |
| 30D | -4.9% | +18.3% | -23.2% | -7.8% |
| 3M | -29.8% | +5.9% | -35.7% | -30.5% |
| 6M | -16.5% | +80.3% | -96.8% | -24.1% |
| YTD | -10.5% | +78.3% | -88.8% | -18.2% |
| 1Y | -5.3% | +81.0% | -86.3% | -13.0% |
| All | -5.3% | +84.0% | -89.4% | -13.0% |
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