+557.8%
LMT vs BURL
+987.9%
-430.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.2% | -2.9% |
| 7D | -10.5% | +3.5% | -13.9% | -10.8% |
| 30D | +12.9% | -9.3% | +22.2% | +13.8% |
| 3M | +0.4% | -32.1% | +32.5% | +3.6% |
| 6M | +14.7% | -19.8% | +34.5% | +16.3% |
| YTD | +21.3% | -13.2% | +34.5% | +21.9% |
| 1Y | +24.9% | -7.8% | +32.8% | +24.6% |
| 3Y | +37.7% | +89.3% | -51.6% | +24.7% |
| 5Y | +93.8% | -15.8% | +109.6% | +89.3% |
| 10Y | +217.5% | +262.2% | -44.7% | +155.6% |
| All | +557.8% | +987.9% | -430.1% | +406.9% |
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