+800.2%
LNG vs BURL
+232.1%
+568.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.3% | +0.3% |
| 7D | +11.3% | -1.6% | +12.9% | +11.6% |
| 30D | +10.6% | -7.7% | +18.4% | +11.8% |
| 3M | +16.1% | -31.7% | +47.8% | +22.4% |
| 6M | +29.6% | -15.2% | +44.7% | +31.4% |
| YTD | +60.3% | -15.9% | +76.2% | +62.0% |
| 1Y | +46.1% | -14.2% | +60.3% | +46.6% |
| 3Y | +85.9% | +93.5% | -7.6% | +56.2% |
| 5Y | +210.8% | -9.9% | +220.7% | +194.1% |
| All | +800.2% | +232.1% | +568.1% | +587.7% |
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