+416.0%
LRCX vs TXN
+60.4%
+355.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -3.5% |
| 7D | -3.1% | +4.0% | -7.0% | -6.6% |
| 30D | -8.6% | -2.9% | -5.7% | -6.0% |
| 3M | -17.7% | -9.1% | -8.6% | -9.3% |
| 6M | +36.4% | +36.6% | -0.3% | -0.3% |
| YTD | +74.5% | +57.5% | +17.1% | +9.8% |
| 1Y | +159.4% | +49.5% | +109.9% | +70.8% |
| 3Y | +361.6% | +76.5% | +285.0% | +134.1% |
| All | +416.0% | +60.4% | +355.6% | +189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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