+17,561.1%
LLY vs RTX
+10,530.0%
+7,031.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.1% | -5.2% | +3.0% | -0.6% |
| 30D | -1.6% | -9.4% | +7.8% | +1.2% |
| 3M | +2.3% | +12.3% | -10.0% | -1.3% |
| 6M | +14.9% | -3.1% | +18.0% | +15.6% |
| YTD | +7.5% | +10.7% | -3.2% | +3.7% |
| 1Y | +55.7% | +28.4% | +27.3% | +43.4% |
| 3Y | +110.6% | +147.1% | -36.5% | +57.8% |
| 5Y | +363.4% | +167.2% | +196.2% | +235.0% |
| 10Y | +1,649.0% | +274.7% | +1,374.3% | +973.0% |
| All | +17,561.1% | +10,530.0% | +7,031.1% | +4,239.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling