+267.0%
RTX vs LNT
+185.4%
+81.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.1% |
| 7D | +3.4% | -0.5% | +3.9% | +3.7% |
| 30D | +8.4% | +9.9% | -1.5% | +3.6% |
| 3M | -10.7% | +4.8% | -15.5% | -12.7% |
| 6M | +11.7% | +2.2% | +9.5% | +10.2% |
| YTD | +9.3% | +15.9% | -6.5% | +1.4% |
| 1Y | +13.3% | +10.6% | +2.7% | +7.4% |
| 3Y | +156.1% | +66.1% | +90.0% | +96.1% |
| 5Y | +148.5% | +55.6% | +92.9% | +92.6% |
| All | +267.0% | +185.4% | +81.6% | +140.7% |
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