+679.5%
LNG vs BURL
+252.7%
+426.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | -15.9% | +4.1% | -19.9% | -16.4% |
| 30D | +2.1% | -9.5% | +11.6% | +3.4% |
| 3M | +4.8% | -33.5% | +38.3% | +11.0% |
| 6M | +6.8% | -22.1% | +28.9% | +9.8% |
| YTD | +44.0% | -14.6% | +58.6% | +45.2% |
| 1Y | +34.9% | -8.4% | +43.3% | +33.9% |
| 3Y | +67.3% | +86.6% | -19.2% | +41.7% |
| 5Y | +170.1% | -17.2% | +187.3% | +161.3% |
| All | +679.5% | +252.7% | +426.8% | +498.1% |
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