-7.3%
LRCX vs BITO
+24.4%
-31.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -5.1% |
| 7D | +1.8% | -5.8% | +7.6% | +4.1% |
| 30D | -4.3% | +21.1% | -25.4% | -13.4% |
| 3M | -7.3% | +23.5% | -30.8% | -16.2% |
| All | -7.3% | +24.4% | -31.7% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 3mo: compounded portfolio wealth divided by compounded BITO 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…
3mo analysis · Full analysis span regression · Available span rolling