+23.3%
LHX vs BURL
-11.0%
+34.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -1.8% |
| 7D | -2.0% | -2.8% | +0.8% | -1.8% |
| 30D | -9.9% | -28.2% | +18.2% | -8.4% |
| 3M | -16.5% | -17.6% | +1.1% | -15.7% |
| 6M | -29.6% | -11.8% | -17.8% | -29.3% |
| YTD | -11.6% | -8.1% | -3.4% | -11.5% |
| 1Y | -4.1% | -12.0% | +7.9% | -3.9% |
| 3Y | +53.3% | +63.3% | -10.0% | +46.8% |
| All | +23.3% | -11.0% | +34.3% | +18.7% |
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