+267.0%
RTX vs LSCC
+1,244.7%
-977.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.1% | -8.4% | -2.2% |
| 7D | -5.1% | +13.0% | -18.1% | -6.9% |
| 30D | +5.1% | -19.8% | +25.0% | +8.0% |
| 3M | -14.8% | -18.4% | +3.6% | -13.1% |
| 6M | +8.0% | -16.1% | +24.2% | +8.2% |
| YTD | +4.5% | +42.7% | -38.3% | -5.0% |
| 1Y | +9.8% | +68.0% | -58.2% | -2.9% |
| 3Y | +144.2% | +85.8% | +58.3% | +99.7% |
| 5Y | +131.4% | +28.0% | +103.4% | +92.5% |
| All | +267.0% | +1,244.7% | -977.7% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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