+2,224.6%
LRCX vs BURL
+252.7%
+1,971.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.6% | +9.8% | +8.8% |
| 7D | -16.2% | +4.1% | -20.3% | -17.5% |
| 30D | -39.2% | -9.5% | -29.7% | -37.1% |
| 3M | -34.4% | -33.5% | -0.9% | -24.6% |
| 6M | -32.4% | -22.1% | -10.3% | -27.2% |
| YTD | +17.4% | -14.6% | +32.0% | +22.5% |
| 1Y | +24.2% | -8.4% | +32.5% | +25.1% |
| 3Y | +221.6% | +86.6% | +135.0% | +142.0% |
| 5Y | +245.2% | -17.2% | +262.4% | +232.3% |
| All | +2,224.6% | +252.7% | +1,971.9% | +1,405.8% |
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