-29.7%
LII vs BURL
-9.5%
-20.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.5% | +0.7% |
| 7D | -0.7% | -2.8% | +2.1% | -0.2% |
| 30D | -12.6% | -28.2% | +15.6% | -7.4% |
| 3M | -24.4% | -17.6% | -6.8% | -22.2% |
| 6M | -28.7% | -11.8% | -16.9% | -27.3% |
| YTD | -19.1% | -8.1% | -11.0% | -18.1% |
| 1Y | -29.7% | -12.0% | -17.7% | -27.2% |
| All | -29.7% | -9.5% | -20.2% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling