+25.9%
LMT vs BURL
-4.6%
+30.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +7.7% | -14.6% | -6.6% |
| 7D | -5.5% | +10.4% | -15.9% | -5.2% |
| 30D | +17.5% | -4.9% | +22.4% | +17.6% |
| 3M | +1.6% | -29.8% | +31.3% | +1.0% |
| 6M | +16.3% | -16.5% | +32.8% | +15.9% |
| YTD | +25.3% | -10.5% | +35.8% | +24.9% |
| 1Y | +25.9% | -5.3% | +31.2% | +25.2% |
| All | +25.9% | -4.6% | +30.4% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling