+82.0%
LSCC vs BURL
-11.0%
+93.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +0.9% |
| 7D | +1.3% | -2.8% | +4.1% | +2.4% |
| 30D | -9.7% | -28.2% | +18.5% | +3.6% |
| 3M | -23.7% | -17.6% | -6.1% | -18.1% |
| 6M | +26.5% | -11.8% | +38.3% | +31.7% |
| YTD | +57.5% | -8.1% | +65.7% | +61.0% |
| 1Y | +75.7% | -12.0% | +87.6% | +81.3% |
| 3Y | +19.5% | +63.3% | -43.8% | -5.9% |
| All | +82.0% | -11.0% | +93.0% | +79.1% |
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 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