+416.0%
LRCX vs TXG
-62.8%
+478.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.3% | -0.9% |
| 7D | -3.1% | +9.5% | -12.5% | -5.5% |
| 30D | -8.6% | +18.8% | -27.3% | -13.3% |
| 3M | -17.7% | +136.1% | -153.8% | -36.3% |
| 6M | +36.4% | +235.2% | -198.9% | -5.3% |
| YTD | +74.5% | +320.5% | -246.0% | +12.7% |
| 1Y | +159.4% | +425.2% | -265.7% | +54.6% |
| 3Y | +361.6% | +42.9% | +318.7% | +256.3% |
| All | +416.0% | -62.8% | +478.8% | +363.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling