+170.7%
LII vs BURL
+258.4%
-87.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.1% |
| 7D | +0.2% | +3.5% | -3.3% | -0.6% |
| 30D | -4.6% | -9.3% | +4.7% | -2.5% |
| 3M | -21.7% | -32.1% | +10.5% | -14.7% |
| 6M | -32.8% | -19.8% | -13.0% | -29.9% |
| YTD | -27.5% | -13.2% | -14.3% | -25.9% |
| 1Y | -28.0% | -7.8% | -20.1% | -27.8% |
| 3Y | -7.2% | +89.3% | -96.5% | -22.4% |
| 5Y | +22.6% | -15.8% | +38.4% | +17.0% |
| All | +170.7% | +258.4% | -87.7% | +100.8% |
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 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