+9,635.8%
RTX vs LH
+1,588.1%
+8,047.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +3.4% | +2.5% | +0.9% | +2.9% |
| 30D | +8.4% | +18.7% | -10.3% | +5.1% |
| 3M | -10.7% | +15.3% | -26.0% | -13.0% |
| 6M | +11.7% | +45.4% | -33.7% | +4.5% |
| YTD | +9.3% | +49.5% | -40.2% | +1.6% |
| 1Y | +13.3% | +41.4% | -28.1% | +6.2% |
| 3Y | +156.1% | +87.6% | +68.5% | +127.0% |
| 5Y | +148.5% | +53.8% | +94.8% | +126.1% |
| 10Y | +263.6% | +266.2% | -2.5% | +184.6% |
| All | +9,635.8% | +1,588.1% | +8,047.7% | +5,402.2% |
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