+278.0%
RTX vs LSCC
+1,772.4%
-1,494.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.0% |
| 7D | -5.2% | +1.3% | -6.5% | -5.4% |
| 30D | -9.4% | -9.7% | +0.3% | -8.1% |
| 3M | +12.3% | -23.7% | +36.0% | +15.5% |
| 6M | -3.1% | +26.5% | -29.6% | -8.6% |
| YTD | +10.7% | +57.5% | -46.8% | +0.3% |
| 1Y | +28.4% | +75.7% | -47.3% | +13.7% |
| 3Y | +147.1% | +19.5% | +127.6% | +123.4% |
| 5Y | +167.2% | +83.8% | +83.5% | +108.2% |
| All | +278.0% | +1,772.4% | -1,494.4% | +82.8% |
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