+98.8%
LMT vs BURL
-12.4%
+111.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +3.7% |
| 7D | -8.5% | +7.7% | -16.2% | -8.6% |
| 30D | +15.4% | -7.1% | +22.6% | +15.5% |
| 3M | +0.7% | -30.3% | +31.0% | +1.1% |
| 6M | +17.6% | -15.5% | +33.2% | +17.7% |
| YTD | +23.8% | -11.0% | +34.8% | +23.8% |
| 1Y | +31.6% | -8.4% | +40.1% | +31.5% |
| 3Y | +44.0% | +96.7% | -52.7% | +40.8% |
| 5Y | +98.8% | -14.1% | +112.9% | +96.3% |
| All | +98.8% | -12.4% | +111.2% | +96.3% |
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