-11.5%
BURL vs LTH
+184.4%
-195.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | +4.1% | +4.5% | -0.4% | +2.7% |
| 30D | -9.5% | +16.3% | -25.8% | -13.6% |
| 3M | -33.5% | +8.4% | -41.9% | -35.3% |
| 6M | -22.1% | +40.3% | -62.4% | -30.2% |
| YTD | -14.6% | +77.3% | -91.8% | -29.6% |
| 1Y | -8.4% | +88.0% | -96.3% | -26.1% |
| 3Y | +86.6% | +274.3% | -187.7% | +17.2% |
| 5Y | -17.2% | +142.9% | -160.0% | -47.8% |
| All | -11.5% | +184.4% | -195.8% | -43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling