+156.7%
RTX vs LH
+87.4%
+69.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +3.4% | +2.5% | +0.9% | +3.0% |
| 30D | +8.4% | +18.7% | -10.3% | +5.2% |
| 3M | -10.7% | +15.3% | -26.0% | -12.9% |
| 6M | +11.7% | +45.4% | -33.7% | +4.3% |
| YTD | +9.3% | +49.5% | -40.2% | +1.3% |
| 1Y | +13.3% | +41.4% | -28.1% | +5.9% |
| All | +156.7% | +87.4% | +69.3% | +128.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling