+140.8%
LLY vs RTX
+156.3%
-15.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | +6.7% | +4.8% | +2.0% | +5.6% |
| 30D | +19.6% | +6.5% | +13.1% | +18.0% |
| 3M | +19.7% | -9.6% | +29.3% | +22.2% |
| 6M | +42.7% | +12.3% | +30.4% | +39.1% |
| YTD | +35.1% | +9.5% | +25.7% | +31.7% |
| 1Y | +42.2% | +15.8% | +26.3% | +37.0% |
| 3Y | +140.8% | +157.0% | -16.2% | +110.2% |
| All | +140.8% | +156.3% | -15.5% | +110.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling