+351.0%
LRCX vs BURL
+63.9%
+287.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +4.2% |
| 7D | +1.9% | -2.8% | +4.7% | +2.8% |
| 30D | +0.1% | -28.2% | +28.2% | +11.4% |
| 3M | -8.5% | -17.6% | +9.1% | -3.3% |
| 6M | +38.1% | -11.8% | +49.8% | +42.4% |
| YTD | +80.1% | -8.1% | +88.2% | +83.4% |
| 1Y | +208.1% | -12.0% | +220.0% | +215.3% |
| All | +351.0% | +63.9% | +287.1% | +295.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling