+204.2%
LEN vs BURL
+1,021.0%
-816.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.7% | -0.6% | +4.6% |
| 7D | +10.5% | +10.4% | +0.1% | +7.1% |
| 30D | +24.6% | -4.9% | +29.6% | +26.7% |
| 3M | +6.6% | -29.8% | +36.4% | +18.7% |
| 6M | +10.6% | -16.5% | +27.1% | +16.1% |
| YTD | -8.3% | -10.5% | +2.2% | -6.2% |
| 1Y | -22.5% | -5.3% | -17.2% | -22.9% |
| 3Y | -16.3% | +95.1% | -111.4% | -36.8% |
| 5Y | +2.1% | -12.1% | +14.2% | -4.9% |
| 10Y | +162.0% | +273.2% | -111.2% | +64.8% |
| All | +204.2% | +1,021.0% | -816.8% | +81.2% |
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