+9,755.0%
RTX vs LH
+1,382.1%
+8,373.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -5.2% | -2.5% | -2.7% | -4.8% |
| 30D | -9.4% | +4.3% | -13.7% | -10.1% |
| 3M | +12.3% | +25.5% | -13.2% | +7.9% |
| 6M | -3.1% | +17.0% | -20.1% | -5.8% |
| YTD | +10.7% | +31.3% | -20.6% | +5.3% |
| 1Y | +28.4% | +20.0% | +8.4% | +23.9% |
| 3Y | +147.1% | +63.9% | +83.2% | +124.5% |
| 5Y | +167.2% | +30.9% | +136.4% | +150.2% |
| 10Y | +274.7% | +191.4% | +83.3% | +204.3% |
| All | +9,755.0% | +1,382.1% | +8,373.0% | +5,606.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling