+1,236.1%
LSCC vs BURL
+252.7%
+983.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.6% | +8.7% | +7.7% |
| 7D | +13.0% | +4.1% | +8.9% | +11.3% |
| 30D | -19.8% | -9.5% | -10.4% | -17.1% |
| 3M | -18.4% | -33.5% | +15.1% | -5.9% |
| 6M | -16.1% | -22.1% | +6.0% | -9.5% |
| YTD | +42.7% | -14.6% | +57.3% | +49.1% |
| 1Y | +68.0% | -8.4% | +76.4% | +70.2% |
| 3Y | +85.8% | +86.6% | -0.7% | +44.5% |
| 5Y | +28.0% | -17.2% | +45.2% | +24.1% |
| All | +1,236.1% | +252.7% | +983.5% | +874.2% |
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