+40.0%
LNG vs BURL
-10.6%
+50.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.2% | +2.9% |
| 7D | -5.5% | +5.9% | -11.3% | -4.9% |
| 30D | +5.7% | -8.3% | +14.1% | +5.2% |
| 3M | +10.7% | -31.6% | +42.4% | +6.2% |
| 6M | +23.1% | -16.6% | +39.7% | +21.1% |
| YTD | +52.4% | -12.1% | +64.5% | +49.4% |
| 1Y | +40.0% | -10.0% | +50.0% | +37.6% |
| All | +40.0% | -10.6% | +50.6% | +37.6% |
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