+789.9%
LNG vs BURL
+1,051.1%
-261.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | 0.0% |
| 7D | +3.4% | -2.8% | +6.2% | +3.8% |
| 30D | +14.9% | -28.2% | +43.0% | +20.7% |
| 3M | +21.4% | -17.6% | +39.0% | +24.6% |
| 6M | +17.8% | -11.8% | +29.6% | +18.8% |
| YTD | +51.3% | -8.1% | +59.4% | +51.3% |
| 1Y | +24.4% | -12.0% | +36.4% | +24.7% |
| 3Y | +79.7% | +63.3% | +16.4% | +56.7% |
| 5Y | +241.3% | -10.8% | +252.1% | +223.9% |
| 10Y | +603.1% | +215.9% | +387.2% | +396.0% |
| All | +789.9% | +1,051.1% | -261.2% | +451.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling