+42.8%
LRCX vs BTSG
+111.7%
-68.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -4.0% | -4.0% |
| 7D | -12.8% | +17.4% | -30.2% | -20.0% |
| 30D | -36.0% | +12.6% | -48.5% | -39.9% |
| 3M | -30.2% | +11.2% | -41.4% | -34.4% |
| 6M | -14.2% | +30.4% | -44.6% | -27.9% |
| YTD | +29.7% | +86.4% | -56.6% | -12.9% |
| 1Y | +42.8% | +117.9% | -75.1% | -12.0% |
| All | +42.8% | +111.7% | -68.9% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling