-18.7%
LEN vs BURL
+86.7%
-105.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.7% |
| 7D | +2.1% | +4.1% | -2.0% | +1.1% |
| 30D | +16.6% | -9.5% | +26.0% | +19.5% |
| 3M | +5.3% | -33.5% | +38.8% | +16.2% |
| 6M | -0.8% | -22.1% | +21.3% | +4.9% |
| YTD | -11.7% | -14.6% | +2.8% | -8.8% |
| 1Y | -24.6% | -8.4% | -16.2% | -23.9% |
| 3Y | -18.7% | +86.6% | -105.2% | -23.8% |
| All | -18.7% | +86.7% | -105.4% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling