+509.3%
LII vs BURL
+1,051.1%
-541.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.5% | +0.6% |
| 7D | -0.7% | -2.8% | +2.1% | -0.1% |
| 30D | -12.6% | -28.2% | +15.6% | -6.4% |
| 3M | -24.4% | -17.6% | -6.8% | -21.5% |
| 6M | -28.7% | -11.8% | -16.9% | -27.3% |
| YTD | -19.1% | -8.1% | -11.0% | -18.3% |
| 1Y | -29.7% | -12.0% | -17.7% | -28.8% |
| 3Y | +4.8% | +63.3% | -58.5% | -8.3% |
| 5Y | +24.6% | -10.8% | +35.4% | +17.8% |
| 10Y | +169.2% | +215.9% | -46.7% | +100.7% |
| All | +509.3% | +1,051.1% | -541.8% | +310.5% |
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