+462.2%
LII vs BURL
+1,021.0%
-558.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.7% | -4.1% | +1.9% |
| 7D | +7.9% | +10.4% | -2.5% | +5.6% |
| 30D | -0.6% | -4.9% | +4.3% | +0.4% |
| 3M | -19.3% | -29.8% | +10.4% | -13.4% |
| 6M | -29.8% | -16.5% | -13.4% | -27.7% |
| YTD | -25.4% | -10.5% | -14.9% | -24.4% |
| 1Y | -26.2% | -5.3% | -20.9% | -26.4% |
| 3Y | -4.5% | +95.1% | -99.6% | -19.3% |
| 5Y | +26.7% | -12.1% | +38.7% | +20.1% |
| 10Y | +179.5% | +273.2% | -93.7% | +104.1% |
| All | +462.2% | +1,021.0% | -558.8% | +280.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling