+10,266.7%
RTX vs LOW
+35,323.5%
-25,056.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -1.0% |
| 7D | -5.2% | -1.7% | -3.4% | -4.7% |
| 30D | -9.4% | -7.0% | -2.3% | -7.5% |
| 3M | +12.3% | -0.9% | +13.2% | +12.2% |
| 6M | -3.1% | -20.1% | +17.0% | +2.9% |
| YTD | +10.7% | -13.9% | +24.6% | +14.8% |
| 1Y | +28.4% | -21.1% | +49.6% | +36.3% |
| 3Y | +147.1% | -6.6% | +153.7% | +145.3% |
| 5Y | +167.2% | +9.4% | +157.9% | +148.6% |
| 10Y | +274.7% | +220.5% | +54.2% | +147.1% |
| All | +10,266.7% | +35,323.5% | -25,056.8% | +2,284.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling