+269.0%
RTX vs LH
+263.2%
+5.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +1.4% | +1.2% | +0.2% | +1.0% |
| 30D | +7.8% | +18.0% | -10.1% | +0.8% |
| 3M | -9.8% | +15.7% | -25.5% | -15.3% |
| 6M | +13.5% | +46.6% | -33.1% | -3.2% |
| YTD | +10.9% | +49.5% | -38.5% | -6.6% |
| 1Y | +14.0% | +40.2% | -26.2% | -1.6% |
| 3Y | +159.9% | +87.6% | +72.3% | +93.2% |
| 5Y | +151.7% | +59.3% | +92.4% | +96.3% |
| 10Y | +269.0% | +266.1% | +2.9% | +81.7% |
| All | +269.0% | +263.2% | +5.8% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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