+68.0%
LIN vs BURL
-15.9%
+83.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.3% | -0.3% |
| 7D | +3.6% | +3.5% | +0.1% | +3.1% |
| 30D | +6.4% | -9.3% | +15.7% | +7.5% |
| 3M | +6.5% | -32.1% | +38.6% | +11.3% |
| 6M | +4.9% | -19.8% | +24.7% | +7.1% |
| YTD | +23.4% | -13.2% | +36.6% | +24.5% |
| 1Y | +26.3% | -7.8% | +34.2% | +26.1% |
| 3Y | +38.0% | +89.3% | -51.3% | +21.8% |
| 5Y | +68.0% | -15.8% | +83.8% | +61.5% |
| All | +68.0% | -15.9% | +83.8% | +61.5% |
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 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