+162.3%
LNT vs BURL
+252.7%
-90.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | +1.4% | +4.1% | -2.7% | +1.0% |
| 30D | +12.3% | -9.5% | +21.8% | +13.2% |
| 3M | +5.3% | -33.5% | +38.8% | +9.1% |
| 6M | +2.0% | -22.1% | +24.1% | +4.0% |
| YTD | +15.3% | -14.6% | +29.8% | +16.2% |
| 1Y | +12.3% | -8.4% | +20.6% | +12.2% |
| 3Y | +59.1% | +86.6% | -27.5% | +44.5% |
| 5Y | +51.7% | -17.2% | +68.9% | +48.2% |
| All | +162.3% | +252.7% | -90.4% | +125.1% |
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