+440.7%
LIN vs BURL
+269.3%
+171.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.1% | +1.2% |
| 7D | +3.3% | +10.4% | -7.1% | +1.4% |
| 30D | +8.8% | -4.9% | +13.7% | +9.7% |
| 3M | +8.6% | -29.8% | +38.4% | +15.4% |
| 6M | +7.0% | -16.5% | +23.5% | +9.7% |
| YTD | +24.3% | -10.5% | +34.8% | +25.1% |
| 1Y | +27.3% | -5.3% | +32.6% | +26.2% |
| 3Y | +38.9% | +95.1% | -56.1% | +14.6% |
| 5Y | +69.4% | -12.1% | +81.4% | +60.9% |
| 10Y | +440.7% | +273.2% | +167.6% | +298.5% |
| All | +440.7% | +269.3% | +171.4% | +298.5% |
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 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