+532.2%
LNG vs BURL
+206.3%
+325.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.7% | -1.7% | -4.9% |
| 7D | -6.2% | -2.6% | -3.6% | -5.8% |
| 30D | +8.0% | -30.8% | +38.8% | +14.0% |
| 3M | +16.9% | -18.7% | +35.6% | +20.1% |
| 6M | +8.7% | -16.4% | +25.1% | +10.6% |
| YTD | +43.0% | -11.6% | +54.6% | +43.9% |
| 1Y | +19.4% | -12.0% | +31.4% | +19.6% |
| 3Y | +74.7% | +63.6% | +11.1% | +52.0% |
| 5Y | +222.4% | -12.6% | +235.0% | +208.8% |
| 10Y | +532.2% | +206.5% | +325.7% | +379.4% |
| All | +532.2% | +206.3% | +325.9% | +379.4% |
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