+388.9%
LRCX vs TXT
+5.5%
+383.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.7% |
| 7D | +9.5% | +0.8% | +8.7% | +8.9% |
| 30D | +3.1% | -10.4% | +13.5% | +11.1% |
| 3M | -3.4% | -14.3% | +11.0% | +7.4% |
| 6M | +49.7% | -15.1% | +64.8% | +67.4% |
| YTD | +84.9% | -8.3% | +93.2% | +95.2% |
| 1Y | +200.8% | -0.7% | +201.5% | +201.2% |
| All | +388.9% | +5.5% | +383.4% | +347.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling