+10,239.8%
RTX vs LEN
+10,996.9%
-757.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.4% | +7.4% | +3.2% |
| 7D | -1.7% | +0.7% | -2.4% | -2.0% |
| 30D | +7.7% | +13.0% | -5.3% | +4.4% |
| 3M | -10.3% | +1.9% | -12.2% | -11.4% |
| 6M | +14.6% | -0.7% | +15.3% | +13.5% |
| YTD | +10.4% | -13.8% | +24.2% | +12.2% |
| 1Y | +13.5% | -28.1% | +41.6% | +19.7% |
| 3Y | +158.6% | -22.8% | +181.4% | +160.5% |
| 5Y | +147.3% | -7.4% | +154.6% | +133.4% |
| 10Y | +268.6% | +143.7% | +125.0% | +170.0% |
| All | +10,239.8% | +10,996.9% | -757.1% | +3,138.2% |
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