+26.7%
LII vs BURL
-10.9%
+37.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.7% | -4.1% | +1.7% |
| 7D | +7.9% | +10.4% | -2.5% | +5.3% |
| 30D | -0.6% | -4.9% | +4.3% | +0.5% |
| 3M | -19.3% | -29.8% | +10.4% | -12.5% |
| 6M | -29.8% | -16.5% | -13.4% | -27.4% |
| YTD | -25.4% | -10.5% | -14.9% | -24.3% |
| 1Y | -26.2% | -5.3% | -20.9% | -26.6% |
| 3Y | -4.5% | +95.1% | -99.6% | -21.0% |
| 5Y | +26.7% | -12.1% | +38.7% | +15.4% |
| All | +26.7% | -10.9% | +37.6% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling