+42.8%
LRCX vs TXG
+406.9%
-364.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.4% | -7.4% | -5.0% |
| 7D | -12.8% | -19.3% | +6.5% | -7.4% |
| 30D | -36.0% | -30.9% | -5.0% | -29.6% |
| 3M | -30.2% | +41.1% | -71.3% | -38.6% |
| 6M | -14.2% | +211.9% | -226.1% | -39.0% |
| YTD | +29.7% | +314.0% | -284.2% | -14.1% |
| 1Y | +42.8% | +405.4% | -362.6% | -8.8% |
| All | +42.8% | +406.9% | -364.1% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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