+2,006.3%
LLY vs RTX
+287.5%
+1,718.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.6% | +0.7% | +3.4% |
| 7D | +0.1% | -3.2% | +3.3% | +0.8% |
| 30D | +19.7% | +5.6% | +14.2% | +18.3% |
| 3M | +19.3% | -11.7% | +30.9% | +22.6% |
| 6M | +49.3% | +12.3% | +37.0% | +45.1% |
| YTD | +32.0% | +8.2% | +23.8% | +29.0% |
| 1Y | +53.7% | +12.6% | +41.1% | +48.7% |
| 3Y | +143.7% | +152.8% | -9.1% | +93.9% |
| 5Y | +463.9% | +140.2% | +323.7% | +349.8% |
| 10Y | +2,006.3% | +273.8% | +1,732.6% | +1,495.1% |
| All | +2,006.3% | +287.5% | +1,718.8% | +1,495.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 10y: compounded portfolio wealth divided by compounded RTX 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…
10y analysis · Full analysis span regression · 6 months rolling