+30.7%
LSCC vs BURL
-10.9%
+41.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.7% | -6.4% | -2.0% |
| 7D | +3.0% | +10.4% | -7.5% | -1.3% |
| 30D | -19.3% | -4.9% | -14.3% | -17.8% |
| 3M | -22.3% | -29.8% | +7.5% | -10.6% |
| 6M | -14.6% | -16.5% | +1.9% | -9.7% |
| YTD | +45.8% | -10.5% | +56.3% | +49.8% |
| 1Y | +69.6% | -5.3% | +74.9% | +69.1% |
| 3Y | +86.1% | +95.1% | -9.0% | +36.4% |
| 5Y | +30.7% | -12.1% | +42.8% | +26.4% |
| All | +30.7% | -10.9% | +41.7% | +26.4% |
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 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