-28.0%
LII vs BURL
-5.1%
-22.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.2% |
| 7D | +0.2% | +3.5% | -3.3% | -0.5% |
| 30D | -4.6% | -9.3% | +4.7% | -3.0% |
| 3M | -21.7% | -32.1% | +10.5% | -16.4% |
| 6M | -32.8% | -19.8% | -13.0% | -30.8% |
| YTD | -27.5% | -13.2% | -14.3% | -25.7% |
| 1Y | -28.0% | -7.8% | -20.1% | -26.3% |
| All | -28.0% | -5.1% | -22.9% | -26.3% |
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