+1,147.2%
LSCC vs BURL
+258.4%
+888.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.9% | -5.7% | -7.5% |
| 7D | -4.8% | +3.5% | -8.3% | -5.9% |
| 30D | -27.1% | -9.3% | -17.8% | -24.6% |
| 3M | -23.6% | -32.1% | +8.5% | -12.6% |
| 6M | -19.8% | -19.8% | 0.0% | -14.4% |
| YTD | +33.2% | -13.2% | +46.4% | +38.4% |
| 1Y | +55.2% | -7.8% | +63.1% | +57.0% |
| 3Y | +70.1% | +89.3% | -19.2% | +31.6% |
| 5Y | +19.5% | -15.8% | +35.3% | +15.2% |
| All | +1,147.2% | +258.4% | +888.8% | +804.4% |
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