+2,498.7%
LSCC vs BURL
+1,051.1%
+1,447.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.1% |
| 7D | +1.3% | -2.8% | +4.1% | +2.2% |
| 30D | -9.7% | -28.2% | +18.5% | +0.6% |
| 3M | -23.7% | -17.6% | -6.1% | -19.2% |
| 6M | +26.5% | -11.8% | +38.3% | +30.8% |
| YTD | +57.5% | -8.1% | +65.7% | +60.7% |
| 1Y | +75.7% | -12.0% | +87.6% | +80.7% |
| 3Y | +19.5% | +63.3% | -43.8% | -0.6% |
| 5Y | +83.8% | -10.8% | +94.6% | +74.8% |
| 10Y | +1,772.4% | +215.9% | +1,556.5% | +1,200.6% |
| All | +2,498.7% | +1,051.1% | +1,447.5% | +1,271.1% |
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