+472.6%
LHX vs BURL
+970.5%
-497.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | -6.4% | +4.1% | -10.5% | -7.0% |
| 30D | +11.2% | -9.5% | +20.7% | +12.6% |
| 3M | -9.8% | -33.5% | +23.7% | -5.1% |
| 6M | -13.2% | -22.1% | +8.9% | -11.0% |
| YTD | -10.4% | -14.6% | +4.2% | -9.5% |
| 1Y | -7.3% | -8.4% | +1.1% | -7.6% |
| 3Y | +51.5% | +86.6% | -35.1% | +32.3% |
| 5Y | +28.2% | -17.2% | +45.4% | +24.1% |
| 10Y | +232.4% | +256.4% | -23.9% | +144.7% |
| All | +472.6% | +970.5% | -497.9% | +282.9% |
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