+145.5%
RTX vs LTH
+156.3%
-10.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.8% |
| 7D | -3.1% | +1.5% | -4.6% | -3.3% |
| 30D | -10.6% | -3.1% | -7.5% | -10.3% |
| 3M | +11.6% | +28.1% | -16.5% | +8.2% |
| 6M | -4.5% | +67.4% | -71.9% | -10.6% |
| YTD | +9.6% | +59.8% | -50.2% | +3.0% |
| 1Y | +30.8% | +45.6% | -14.8% | +24.2% |
| 3Y | +152.8% | +162.0% | -9.2% | +120.9% |
| All | +145.5% | +156.3% | -10.8% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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