+202.1%
LMT vs BURL
+261.4%
-59.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +3.4% |
| 7D | -8.5% | +7.7% | -16.2% | -9.2% |
| 30D | +15.4% | -7.1% | +22.6% | +16.1% |
| 3M | +0.7% | -30.3% | +31.0% | +3.7% |
| 6M | +17.6% | -15.5% | +33.2% | +18.7% |
| YTD | +23.8% | -11.0% | +34.8% | +24.2% |
| 1Y | +31.6% | -8.4% | +40.1% | +31.4% |
| 3Y | +44.0% | +96.7% | -52.7% | +29.5% |
| 5Y | +98.8% | -14.1% | +112.9% | +95.3% |
| 10Y | +202.1% | +255.1% | -52.9% | +151.8% |
| All | +202.1% | +261.4% | -59.2% | +151.8% |
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