+283.9%
RTX vs LEN
+103.7%
+180.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -1.6% | -3.4% | +1.8% | -0.6% |
| 30D | -11.6% | -5.7% | -5.9% | -10.2% |
| 3M | +9.2% | -12.2% | +21.4% | +12.8% |
| 6M | -4.4% | -18.3% | +13.9% | +0.6% |
| YTD | +8.9% | -20.2% | +29.1% | +14.7% |
| 1Y | +32.1% | -40.1% | +72.2% | +51.1% |
| 3Y | +151.2% | -26.2% | +177.4% | +153.3% |
| 5Y | +162.9% | -9.8% | +172.7% | +135.1% |
| 10Y | +283.9% | +109.1% | +174.8% | +115.0% |
| All | +283.9% | +103.7% | +180.2% | +115.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling