+2,520.1%
LRCX vs BURL
+232.1%
+2,288.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.6% | +0.2% | -2.1% |
| 7D | +12.7% | -1.6% | +14.3% | +13.5% |
| 30D | -21.3% | -7.7% | -13.5% | -19.1% |
| 3M | -32.9% | -31.7% | -1.2% | -23.5% |
| 6M | -23.4% | -15.2% | -8.2% | -19.9% |
| YTD | +32.4% | -15.9% | +48.3% | +39.0% |
| 1Y | +48.0% | -14.2% | +62.2% | +53.1% |
| 3Y | +243.9% | +93.5% | +150.4% | +155.7% |
| 5Y | +280.6% | -9.9% | +290.5% | +255.6% |
| All | +2,520.1% | +232.1% | +2,288.0% | +1,623.9% |
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 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