+42.6%
LNG vs BURL
-4.6%
+47.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +7.7% | -13.9% | -5.4% |
| 7D | -1.9% | +10.4% | -12.3% | -1.0% |
| 30D | +6.2% | -4.9% | +11.2% | +6.0% |
| 3M | +13.7% | -29.8% | +43.5% | +9.5% |
| 6M | +7.5% | -16.5% | +24.0% | +5.9% |
| YTD | +51.3% | -10.5% | +61.8% | +48.7% |
| 1Y | +42.6% | -5.3% | +47.9% | +40.9% |
| All | +42.6% | -4.6% | +47.2% | +40.9% |
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