+181.6%
LNT vs BURL
+244.4%
-62.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.6% |
| 7D | -0.5% | +0.4% | -1.0% | -0.6% |
| 30D | +9.9% | -4.3% | +14.3% | +10.3% |
| 3M | +4.8% | -28.8% | +33.6% | +7.9% |
| 6M | +2.2% | -12.8% | +15.0% | +3.0% |
| YTD | +15.9% | -12.8% | +28.7% | +16.5% |
| 1Y | +10.6% | -12.3% | +22.8% | +10.9% |
| 3Y | +66.1% | +92.7% | -26.6% | +50.4% |
| 5Y | +55.6% | -6.5% | +62.2% | +49.5% |
| All | +181.6% | +244.4% | -62.8% | +145.5% |
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