+42.8%
LRCX vs TXT
+9.2%
+33.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.8% | -3.3% |
| 7D | -12.8% | +10.6% | -23.4% | -18.0% |
| 30D | -36.0% | +14.4% | -50.4% | -41.3% |
| 3M | -30.2% | -2.7% | -27.5% | -28.0% |
| 6M | -14.2% | -4.7% | -9.5% | -10.0% |
| YTD | +29.7% | -0.5% | +30.3% | +28.8% |
| 1Y | +42.8% | +8.7% | +34.1% | +25.6% |
| All | +42.8% | +9.2% | +33.6% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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