+273.8%
RTX vs LII
+170.7%
+103.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +2.9% |
| 7D | -3.2% | -1.2% | -2.0% | -2.9% |
| 30D | +5.6% | -2.0% | +7.5% | +5.8% |
| 3M | -11.7% | -20.2% | +8.5% | -5.5% |
| 6M | +12.3% | -32.5% | +44.9% | +25.0% |
| YTD | +8.2% | -27.4% | +35.6% | +16.2% |
| 1Y | +12.6% | -28.2% | +40.7% | +21.1% |
| 3Y | +152.8% | -7.2% | +160.1% | +129.9% |
| 5Y | +140.2% | +19.9% | +120.3% | +86.9% |
| 10Y | +273.8% | +168.6% | +105.1% | +108.0% |
| All | +273.8% | +170.7% | +103.0% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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