+174.0%
LEN vs BURL
+1,051.1%
-877.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.9% |
| 7D | -3.2% | -2.8% | -0.4% | -2.4% |
| 30D | -4.9% | -28.2% | +23.3% | +5.3% |
| 3M | -8.5% | -17.6% | +9.1% | -3.1% |
| 6M | -20.7% | -11.8% | -8.9% | -18.1% |
| YTD | -17.4% | -8.1% | -9.3% | -16.1% |
| 1Y | -38.2% | -12.0% | -26.3% | -37.2% |
| 3Y | -24.9% | +63.3% | -88.2% | -39.9% |
| 5Y | -11.4% | -10.8% | -0.6% | -17.8% |
| 10Y | +110.0% | +215.9% | -105.9% | +36.2% |
| All | +174.0% | +1,051.1% | -877.1% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling