+179.1%
LRCX vs TXT
-1.4%
+180.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.8% | -5.0% |
| 7D | +1.8% | -0.2% | +2.0% | +2.0% |
| 30D | -4.3% | -10.2% | +5.9% | +3.7% |
| 3M | -7.3% | -13.3% | +5.9% | +2.9% |
| 6M | +38.6% | -14.4% | +52.9% | +54.5% |
| YTD | +74.4% | -9.1% | +83.5% | +85.4% |
| 1Y | +179.1% | -2.2% | +181.3% | +175.9% |
| All | +179.1% | -1.4% | +180.5% | +175.9% |
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