+304.3%
LRCX vs BURL
-9.5%
+313.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.1% | +5.7% |
| 7D | +6.5% | -0.8% | +7.3% | +7.1% |
| 30D | -23.8% | -4.4% | -19.4% | -22.7% |
| 3M | -24.2% | -28.6% | +4.4% | -15.4% |
| 6M | -20.2% | -12.3% | -7.9% | -17.8% |
| YTD | +38.2% | -11.3% | +49.5% | +42.1% |
| 1Y | +48.9% | -10.4% | +59.3% | +51.5% |
| 3Y | +252.8% | +96.1% | +156.7% | +171.3% |
| 5Y | +304.3% | -5.0% | +309.3% | +287.9% |
| All | +304.3% | -9.5% | +313.8% | +287.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling