+132.6%
RTX vs LII
+19.9%
+112.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.9% |
| 7D | -5.1% | -0.6% | -4.5% | -5.1% |
| 30D | +5.1% | -4.6% | +9.7% | +5.7% |
| 3M | -14.8% | -21.2% | +6.4% | -11.6% |
| 6M | +8.0% | -36.4% | +44.5% | +15.5% |
| YTD | +4.5% | -28.9% | +33.4% | +9.0% |
| 1Y | +9.8% | -29.5% | +39.4% | +14.7% |
| 3Y | +144.2% | -8.6% | +152.8% | +134.4% |
| All | +132.6% | +19.9% | +112.7% | +98.2% |
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