+132.6%
RTX vs LIN
+64.4%
+68.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -5.1% | +0.2% | -5.3% | -5.2% |
| 30D | +5.1% | +6.5% | -1.3% | +2.9% |
| 3M | -14.8% | +5.5% | -20.3% | -16.4% |
| 6M | +8.0% | +3.3% | +4.7% | +6.6% |
| YTD | +4.5% | +22.0% | -17.6% | -3.0% |
| 1Y | +9.8% | +25.7% | -15.9% | +0.8% |
| 3Y | +144.2% | +36.2% | +108.0% | +115.5% |
| All | +132.6% | +64.4% | +68.2% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling