+267.4%
RTX vs LNT
+186.9%
+80.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +4.8% | +1.0% | +3.7% | +4.3% |
| 30D | +6.5% | +9.6% | -3.1% | +1.9% |
| 3M | -9.6% | +5.4% | -15.0% | -12.0% |
| 6M | +12.3% | +3.1% | +9.2% | +10.3% |
| YTD | +9.5% | +16.5% | -7.0% | +1.2% |
| 1Y | +15.8% | +12.3% | +3.5% | +9.0% |
| 3Y | +157.0% | +70.3% | +86.7% | +94.3% |
| 5Y | +148.8% | +56.4% | +92.4% | +92.3% |
| All | +267.4% | +186.9% | +80.5% | +140.4% |
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