+14.7%
RTX vs LEN
-21.9%
+36.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.1% | -9.7% | -3.1% |
| 7D | +1.3% | +10.5% | -9.2% | +0.5% |
| 30D | +7.6% | +24.6% | -17.0% | +5.6% |
| 3M | -8.6% | +6.6% | -15.3% | -9.0% |
| 6M | +15.6% | +10.6% | +5.0% | +14.5% |
| YTD | +9.4% | -8.3% | +17.7% | +9.0% |
| 1Y | +14.7% | -22.5% | +37.2% | +13.4% |
| All | +14.7% | -21.9% | +36.6% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling