+10,035.4%
RTX vs LEN
+11,627.0%
-1,591.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.4% | +2.9% |
| 7D | -3.2% | +0.6% | -3.8% | -3.5% |
| 30D | +5.6% | +19.4% | -13.9% | +1.2% |
| 3M | -11.7% | +4.5% | -16.2% | -13.1% |
| 6M | +12.3% | +4.9% | +7.4% | +10.0% |
| YTD | +8.2% | -8.9% | +17.1% | +8.7% |
| 1Y | +12.6% | -23.0% | +35.5% | +17.0% |
| 3Y | +152.8% | -16.7% | +169.5% | +150.6% |
| 5Y | +140.2% | -4.5% | +144.7% | +125.4% |
| 10Y | +273.8% | +162.2% | +111.6% | +169.6% |
| All | +10,035.4% | +11,627.0% | -1,591.6% | +3,038.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling