+232.2%
LHX vs BURL
+206.3%
+25.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.5% | +0.2% |
| 7D | -2.5% | -2.6% | +0.1% | -2.2% |
| 30D | -10.4% | -30.8% | +20.4% | -6.0% |
| 3M | -14.9% | -18.7% | +3.7% | -12.9% |
| 6M | -29.6% | -16.4% | -13.2% | -28.4% |
| YTD | -11.8% | -11.6% | -0.2% | -11.1% |
| 1Y | -5.1% | -12.0% | +6.9% | -4.7% |
| 3Y | +61.3% | +63.6% | -2.3% | +43.8% |
| 5Y | +22.4% | -12.6% | +35.0% | +18.4% |
| 10Y | +232.2% | +206.5% | +25.7% | +168.3% |
| All | +232.2% | +206.3% | +25.9% | +168.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling