-10.0%
BURL vs LTH
+188.2%
-198.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.2% |
| 7D | +3.5% | +5.3% | -1.8% | +1.9% |
| 30D | -9.3% | +18.3% | -27.5% | -13.9% |
| 3M | -32.1% | +5.4% | -37.5% | -33.3% |
| 6M | -19.8% | +62.5% | -82.3% | -31.6% |
| YTD | -13.2% | +79.6% | -92.8% | -28.7% |
| 1Y | -7.8% | +88.1% | -96.0% | -25.7% |
| 3Y | +89.3% | +272.5% | -183.1% | +19.1% |
| 5Y | -15.8% | +146.1% | -161.9% | -47.1% |
| All | -10.0% | +188.2% | -198.2% | -43.2% |
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