+160.5%
RTX vs LIN
+38.0%
+122.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | +7.8% | +8.0% | -0.2% | +5.8% |
| 3M | -9.8% | +7.7% | -17.5% | -11.5% |
| 6M | +13.5% | +5.1% | +8.5% | +12.1% |
| YTD | +10.9% | +24.7% | -13.8% | +4.2% |
| 1Y | +14.0% | +25.1% | -11.1% | +7.0% |
| All | +160.5% | +38.0% | +122.5% | +148.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling