+2,547.4%
LRCX vs BURL
+247.8%
+2,299.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +0.9% |
| 7D | -3.6% | +5.9% | -9.5% | -5.6% |
| 30D | -30.3% | -8.3% | -21.9% | -28.1% |
| 3M | -27.3% | -31.6% | +4.3% | -17.2% |
| 6M | -24.2% | -16.6% | -7.6% | -20.4% |
| YTD | +30.3% | -12.1% | +42.4% | +34.6% |
| 1Y | +34.3% | -10.0% | +44.3% | +36.4% |
| 3Y | +232.6% | +94.3% | +138.4% | +147.0% |
| 5Y | +286.2% | -13.2% | +299.4% | +265.6% |
| 10Y | +2,547.4% | +252.5% | +2,294.9% | +1,610.5% |
| All | +2,547.4% | +247.8% | +2,299.6% | +1,610.5% |
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