+409.2%
LDOS vs BURL
+1,021.0%
-611.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.0% | -0.5% |
| 7D | -2.8% | +10.4% | -13.2% | -4.3% |
| 30D | +13.6% | -4.9% | +18.5% | +14.4% |
| 3M | +4.2% | -29.8% | +34.0% | +9.6% |
| 6M | -8.2% | -16.5% | +8.3% | -6.4% |
| YTD | -24.1% | -10.5% | -13.5% | -23.7% |
| 1Y | -31.2% | -5.3% | -25.9% | -31.7% |
| 3Y | +35.0% | +95.1% | -60.1% | +14.9% |
| 5Y | +52.6% | -12.1% | +64.7% | +45.5% |
| 10Y | +261.9% | +273.2% | -11.3% | +155.6% |
| All | +409.2% | +1,021.0% | -611.8% | +245.9% |
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