+15.8%
RTX vs LOW
-0.7%
+16.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +4.8% | +1.4% | +3.4% | +4.6% |
| 30D | +6.5% | +21.7% | -15.2% | +3.2% |
| 3M | -9.6% | +5.0% | -14.7% | -10.4% |
| 6M | +12.3% | +4.6% | +7.7% | +11.3% |
| YTD | +9.5% | -3.5% | +12.9% | +11.5% |
| 1Y | +15.8% | +0.5% | +15.3% | +19.5% |
| All | +15.8% | -0.7% | +16.6% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 1y: compounded portfolio wealth divided by compounded LOW 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…
1y analysis · Full analysis span regression · 6 months rolling