+726.7%
LNG vs BURL
+247.8%
+478.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.2% | +3.2% |
| 7D | -5.5% | +5.9% | -11.3% | -6.4% |
| 30D | +5.7% | -8.3% | +14.1% | +6.9% |
| 3M | +10.7% | -31.6% | +42.4% | +16.7% |
| 6M | +23.1% | -16.6% | +39.7% | +25.2% |
| YTD | +52.4% | -12.1% | +64.5% | +53.0% |
| 1Y | +40.0% | -10.0% | +50.0% | +39.5% |
| 3Y | +76.0% | +94.3% | -18.3% | +48.1% |
| 5Y | +194.7% | -13.2% | +207.9% | +182.6% |
| 10Y | +726.7% | +252.5% | +474.2% | +532.9% |
| All | +726.7% | +247.8% | +478.9% | +532.9% |
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 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