+349.8%
LNT vs BURL
+987.9%
-638.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.2% |
| 7D | +4.7% | +3.5% | +1.2% | +4.4% |
| 30D | +13.0% | -9.3% | +22.3% | +13.9% |
| 3M | +5.4% | -32.1% | +37.5% | +8.9% |
| 6M | +2.0% | -19.8% | +21.9% | +3.6% |
| YTD | +16.5% | -13.2% | +29.7% | +17.2% |
| 1Y | +13.3% | -7.8% | +21.1% | +13.1% |
| 3Y | +58.7% | +89.3% | -30.6% | +45.1% |
| 5Y | +53.3% | -15.8% | +69.1% | +49.2% |
| 10Y | +173.0% | +262.2% | -89.2% | +128.7% |
| All | +349.8% | +987.9% | -638.1% | +282.5% |
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 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