+206.8%
LNG vs BURL
-9.5%
+216.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.8% | +3.7% |
| 7D | +4.5% | -0.8% | +5.3% | +4.6% |
| 30D | +8.0% | -4.4% | +12.5% | +8.3% |
| 3M | +15.0% | -28.6% | +43.6% | +17.3% |
| 6M | +27.1% | -12.3% | +39.4% | +27.5% |
| YTD | +58.1% | -11.3% | +69.4% | +58.0% |
| 1Y | +45.0% | -10.4% | +55.4% | +44.6% |
| 3Y | +82.6% | +96.1% | -13.4% | +67.1% |
| 5Y | +206.8% | -5.0% | +211.8% | +203.4% |
| All | +206.8% | -9.5% | +216.3% | +203.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling