+151.7%
RTX vs LII
+20.3%
+131.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +1.4% | -2.3% | +3.7% | +1.8% |
| 30D | +7.8% | -1.7% | +9.5% | +7.9% |
| 3M | -9.8% | -18.3% | +8.5% | -6.9% |
| 6M | +13.5% | -32.3% | +45.9% | +20.1% |
| YTD | +10.9% | -27.1% | +38.1% | +15.3% |
| 1Y | +14.0% | -27.2% | +41.2% | +18.4% |
| 3Y | +159.9% | -8.9% | +168.8% | +150.3% |
| 5Y | +151.7% | +19.7% | +132.0% | +117.6% |
| All | +151.7% | +20.3% | +131.4% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling