+443.8%
LLY vs RTX
+131.1%
+312.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -4.5% | -5.1% | +0.7% | -3.2% |
| 30D | +13.9% | +5.1% | +8.8% | +12.6% |
| 3M | +13.8% | -14.8% | +28.6% | +18.2% |
| 6M | +37.6% | +8.0% | +29.6% | +34.8% |
| YTD | +26.6% | +4.5% | +22.1% | +24.4% |
| 1Y | +45.3% | +9.8% | +35.5% | +41.0% |
| 3Y | +132.2% | +144.2% | -12.0% | +82.0% |
| All | +443.8% | +131.1% | +312.7% | +329.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling