+609.5%
LITE vs BURL
-10.9%
+620.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +7.7% | -15.6% | -10.3% |
| 7D | -31.4% | +10.4% | -41.8% | -33.8% |
| 30D | -42.6% | -4.9% | -37.6% | -41.9% |
| 3M | -26.2% | -29.8% | +3.5% | -17.9% |
| 6M | -35.8% | -16.5% | -19.3% | -33.9% |
| YTD | +70.0% | -10.5% | +80.6% | +71.3% |
| 1Y | +232.7% | -5.3% | +238.1% | +226.6% |
| 3Y | +1,365.7% | +95.1% | +1,270.7% | +1,094.1% |
| 5Y | +609.5% | -12.1% | +621.5% | +560.8% |
| All | +609.5% | -10.9% | +620.4% | +560.8% |
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