+499.8%
LMT vs BURL
+1,051.1%
-551.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.1% | -1.7% |
| 7D | -6.3% | -2.8% | -3.5% | -6.0% |
| 30D | -8.5% | -28.2% | +19.7% | -5.8% |
| 3M | +1.8% | -17.6% | +19.4% | +3.4% |
| 6M | -19.9% | -11.8% | -8.2% | -19.4% |
| YTD | +10.6% | -8.1% | +18.7% | +10.8% |
| 1Y | +17.9% | -12.0% | +29.9% | +18.3% |
| 3Y | +27.0% | +63.3% | -36.3% | +17.1% |
| 5Y | +68.7% | -10.8% | +79.5% | +64.0% |
| 10Y | +181.1% | +215.9% | -34.8% | +129.5% |
| All | +499.8% | +1,051.1% | -551.4% | +360.6% |
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