+143.7%
LEN vs BURL
+247.8%
-104.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -4.9% |
| 7D | +0.7% | +5.9% | -5.2% | -1.2% |
| 30D | +13.0% | -8.3% | +21.3% | +16.4% |
| 3M | +1.9% | -31.6% | +33.5% | +15.5% |
| 6M | -0.7% | -16.6% | +15.9% | +4.6% |
| YTD | -13.8% | -12.1% | -1.7% | -11.1% |
| 1Y | -28.1% | -10.0% | -18.1% | -27.2% |
| 3Y | -22.8% | +94.3% | -117.1% | -43.5% |
| 5Y | -7.4% | -13.2% | +5.9% | -13.5% |
| 10Y | +143.7% | +252.5% | -108.8% | +63.9% |
| All | +143.7% | +247.8% | -104.1% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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