-31.2%
LDOS vs BURL
-4.6%
-26.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.0% | +0.6% |
| 7D | -2.8% | +10.4% | -13.2% | -2.9% |
| 30D | +13.6% | -4.9% | +18.5% | +13.6% |
| 3M | +4.2% | -29.8% | +34.0% | +4.0% |
| 6M | -8.2% | -16.5% | +8.3% | -8.0% |
| YTD | -24.1% | -10.5% | -13.5% | -23.8% |
| 1Y | -31.2% | -5.3% | -25.9% | -30.8% |
| All | -31.2% | -4.6% | -26.7% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling