+45.2%
LDOS vs BURL
-11.0%
+56.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.3% |
| 7D | -5.4% | -2.8% | -2.6% | -5.2% |
| 30D | +4.9% | -28.2% | +33.0% | +7.2% |
| 3M | +7.2% | -17.6% | +24.8% | +8.5% |
| 6M | -24.2% | -11.8% | -12.5% | -23.8% |
| YTD | -25.8% | -8.1% | -17.7% | -25.7% |
| 1Y | -24.7% | -12.0% | -12.8% | -24.5% |
| 3Y | +39.3% | +63.3% | -24.0% | +31.9% |
| All | +45.2% | -11.0% | +56.2% | +40.3% |
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