+56.1%
LNT vs BURL
-12.4%
+68.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | +0.9% |
| 7D | +0.6% | +7.7% | -7.1% | +0.2% |
| 30D | +12.4% | -7.1% | +19.6% | +12.7% |
| 3M | +6.7% | -30.3% | +37.0% | +8.3% |
| 6M | +3.9% | -15.5% | +19.5% | +4.5% |
| YTD | +16.5% | -11.0% | +27.5% | +16.7% |
| 1Y | +12.5% | -8.4% | +20.9% | +12.4% |
| 3Y | +66.9% | +96.7% | -29.8% | +58.5% |
| 5Y | +56.1% | -14.1% | +70.1% | +45.8% |
| All | +56.1% | -12.4% | +68.4% | +45.8% |
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