+165.4%
LII vs BURL
+252.7%
-87.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.6% |
| 7D | -0.6% | +4.1% | -4.7% | -1.5% |
| 30D | -4.6% | -9.5% | +4.9% | -2.4% |
| 3M | -21.2% | -33.5% | +12.3% | -13.8% |
| 6M | -36.4% | -22.1% | -14.3% | -33.2% |
| YTD | -28.9% | -14.6% | -14.4% | -27.1% |
| 1Y | -29.5% | -8.4% | -21.2% | -29.2% |
| 3Y | -8.6% | +86.6% | -95.1% | -23.2% |
| 5Y | +20.2% | -17.2% | +37.4% | +15.1% |
| All | +165.4% | +252.7% | -87.3% | +97.7% |
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