+208.1%
LRCX vs TXG
+372.5%
-164.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.4% |
| 7D | +1.9% | +1.8% | +0.1% | +1.4% |
| 30D | +0.1% | +32.0% | -31.9% | -8.8% |
| 3M | -8.5% | +87.0% | -95.5% | -24.3% |
| 6M | +38.1% | +180.1% | -142.0% | +2.3% |
| YTD | +80.1% | +284.1% | -204.1% | +22.9% |
| 1Y | +208.1% | +361.7% | -153.6% | +105.8% |
| All | +208.1% | +372.5% | -164.4% | +105.8% |
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