+147.2%
RTX vs LSCC
+69.3%
+77.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.6% | +5.3% | -2.9% |
| 7D | -3.8% | -4.8% | +1.1% | -3.6% |
| 30D | +4.7% | -27.1% | +31.8% | +6.1% |
| 3M | -13.4% | -23.6% | +10.2% | -12.5% |
| 6M | +11.8% | -19.8% | +31.7% | +11.8% |
| YTD | +5.8% | +33.2% | -27.5% | +1.6% |
| 1Y | +11.9% | +55.2% | -43.3% | +6.4% |
| All | +147.2% | +69.3% | +77.9% | +129.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling