+483.3%
LLY vs RTX
+146.7%
+336.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | +6.7% | +4.8% | +2.0% | +5.5% |
| 30D | +19.6% | +6.5% | +13.1% | +17.8% |
| 3M | +19.7% | -9.6% | +29.3% | +22.6% |
| 6M | +42.7% | +12.3% | +30.4% | +38.4% |
| YTD | +35.1% | +9.5% | +25.7% | +31.3% |
| 1Y | +42.2% | +15.8% | +26.3% | +36.2% |
| 3Y | +140.8% | +157.0% | -16.2% | +86.2% |
| All | +483.3% | +146.7% | +336.6% | +353.5% |
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