+290,000.9%
LRCX vs TXT
+2,070.1%
+287,930.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.3% |
| 7D | +1.9% | -4.8% | +6.7% | +4.3% |
| 30D | +0.1% | -10.6% | +10.7% | +5.3% |
| 3M | -8.5% | -13.2% | +4.7% | -2.2% |
| 6M | +38.1% | -20.3% | +58.4% | +54.0% |
| YTD | +80.1% | -9.3% | +89.3% | +88.3% |
| 1Y | +208.1% | -2.7% | +210.7% | +212.0% |
| 3Y | +350.2% | +1.4% | +348.8% | +345.2% |
| 5Y | +430.7% | +9.6% | +421.1% | +414.6% |
| 10Y | +3,633.2% | +94.9% | +3,538.3% | +2,547.8% |
| All | +290,000.9% | +2,070.1% | +287,930.8% | +52,571.0% |
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