+424.9%
LRCX vs TXT
+10.7%
+414.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.8% | -4.9% |
| 7D | +1.8% | -0.2% | +2.0% | +2.0% |
| 30D | -4.3% | -10.2% | +5.9% | +4.3% |
| 3M | -7.3% | -13.3% | +5.9% | +3.8% |
| 6M | +38.6% | -14.4% | +52.9% | +56.9% |
| YTD | +74.4% | -9.1% | +83.5% | +86.5% |
| 1Y | +179.1% | -2.2% | +181.3% | +180.7% |
| 3Y | +357.7% | +5.1% | +352.6% | +309.5% |
| 5Y | +424.9% | +12.8% | +412.1% | +340.0% |
| All | +424.9% | +10.7% | +414.2% | +340.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling