+33.9%
LNT vs BURL
-11.0%
+44.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.7% | -0.2% |
| 7D | -0.1% | -2.8% | +2.7% | 0.0% |
| 30D | -3.2% | -28.2% | +25.0% | -1.8% |
| 3M | -4.1% | -17.6% | +13.5% | -3.3% |
| 6M | -4.6% | -11.8% | +7.2% | -4.2% |
| YTD | +7.0% | -8.1% | +15.1% | +7.1% |
| 1Y | +8.3% | -12.0% | +20.2% | +8.5% |
| 3Y | +51.0% | +63.3% | -12.3% | +44.6% |
| All | +33.9% | -11.0% | +44.9% | +25.3% |
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