+283.9%
RTX vs LNT
+140.9%
+143.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | -1.6% | +0.2% | -1.8% | -1.7% |
| 30D | -11.6% | -0.5% | -11.0% | -11.4% |
| 3M | +9.2% | -5.5% | +14.7% | +11.9% |
| 6M | -4.4% | -3.8% | -0.6% | -3.0% |
| YTD | +8.9% | +6.8% | +2.1% | +5.1% |
| 1Y | +32.1% | +9.3% | +22.8% | +26.1% |
| 3Y | +151.2% | +47.9% | +103.3% | +104.3% |
| 5Y | +162.9% | +31.6% | +131.3% | +123.1% |
| 10Y | +283.9% | +150.1% | +133.8% | +170.4% |
| All | +283.9% | +140.9% | +143.0% | +170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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