+213,159.2%
LRCX vs TXT
+2,196.3%
+210,962.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.0% |
| 7D | +12.7% | +0.1% | +12.6% | +12.7% |
| 30D | -21.3% | +13.3% | -34.6% | -26.1% |
| 3M | -32.9% | -5.0% | -27.9% | -31.8% |
| 6M | -23.4% | -8.4% | -15.0% | -20.6% |
| YTD | +32.4% | -4.0% | +36.3% | +33.9% |
| 1Y | +48.0% | +2.8% | +45.2% | +45.2% |
| 3Y | +243.9% | +10.3% | +233.7% | +225.4% |
| 5Y | +280.6% | +9.2% | +271.5% | +267.1% |
| 10Y | +2,547.5% | +89.6% | +2,457.9% | +1,787.7% |
| All | +213,159.2% | +2,196.3% | +210,962.9% | +37,363.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling