+313.2%
LNT vs BURL
+1,051.1%
-737.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.7% | -0.3% |
| 7D | -0.1% | -2.8% | +2.7% | +0.1% |
| 30D | -3.2% | -28.2% | +25.0% | -0.4% |
| 3M | -4.1% | -17.6% | +13.5% | -2.6% |
| 6M | -4.6% | -11.8% | +7.2% | -3.9% |
| YTD | +7.0% | -8.1% | +15.1% | +7.2% |
| 1Y | +8.3% | -12.0% | +20.2% | +8.7% |
| 3Y | +51.0% | +63.3% | -12.3% | +40.2% |
| 5Y | +30.2% | -10.8% | +41.0% | +26.1% |
| 10Y | +143.6% | +215.9% | -72.3% | +105.9% |
| All | +313.2% | +1,051.1% | -737.9% | +250.1% |
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 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