+36.0%
LHX vs BURL
-10.8%
+46.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.4% |
| 7D | +4.8% | -1.6% | +6.4% | +4.9% |
| 30D | +14.7% | -7.7% | +22.4% | +15.1% |
| 3M | -5.1% | -31.7% | +26.5% | -3.4% |
| 6M | -9.9% | -15.2% | +5.3% | -9.5% |
| YTD | -6.1% | -15.9% | +9.8% | -5.7% |
| 1Y | -4.0% | -14.2% | +10.2% | -3.8% |
| 3Y | +56.9% | +93.5% | -36.6% | +49.2% |
| All | +36.0% | -10.8% | +46.8% | +30.1% |
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 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