+119.0%
LITE vs BURL
-5.1%
+124.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.9% | -15.7% | -18.2% |
| 7D | -44.6% | +3.5% | -48.0% | -44.7% |
| 30D | -55.0% | -9.3% | -45.7% | -54.0% |
| 3M | -38.3% | -32.1% | -6.2% | -33.2% |
| 6M | -48.8% | -19.8% | -28.9% | -48.0% |
| YTD | +38.3% | -13.2% | +51.5% | +37.5% |
| 1Y | +119.0% | -7.8% | +126.8% | +113.3% |
| All | +119.0% | -5.1% | +124.1% | +113.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling