+134.1%
RTX vs LTH
+184.4%
-50.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -5.1% | +4.5% | -9.6% | -5.7% |
| 30D | +5.1% | +16.3% | -11.2% | +3.2% |
| 3M | -14.8% | +8.4% | -23.2% | -15.8% |
| 6M | +8.0% | +40.3% | -32.2% | +3.5% |
| YTD | +4.5% | +77.3% | -72.8% | -3.1% |
| 1Y | +9.8% | +88.0% | -78.1% | +1.1% |
| 3Y | +144.2% | +274.3% | -130.1% | +104.6% |
| 5Y | +131.4% | +142.9% | -11.5% | +98.1% |
| All | +134.1% | +184.4% | -50.3% | +99.2% |
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