+278.0%
RTX vs LIN
+358.9%
-80.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.1% |
| 7D | -5.2% | -2.1% | -3.0% | -4.1% |
| 30D | -9.4% | -2.4% | -7.0% | -8.2% |
| 3M | +12.3% | -5.6% | +17.9% | +15.5% |
| 6M | -3.1% | -3.4% | +0.3% | -1.9% |
| YTD | +10.7% | +13.1% | -2.4% | +2.3% |
| 1Y | +28.4% | +2.5% | +25.9% | +25.2% |
| 3Y | +147.1% | +27.6% | +119.5% | +108.2% |
| 5Y | +167.2% | +63.0% | +104.2% | +87.1% |
| All | +278.0% | +358.9% | -80.9% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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