+147.4%
RTX vs LTH
+137.1%
+10.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.1% |
| 7D | +4.8% | -1.3% | +6.0% | +4.9% |
| 30D | +6.5% | +15.7% | -9.2% | +4.6% |
| 3M | -9.6% | +5.0% | -14.6% | -10.3% |
| 6M | +12.3% | +37.7% | -25.3% | +7.8% |
| YTD | +9.5% | +75.0% | -65.6% | +1.6% |
| 1Y | +15.8% | +82.6% | -66.8% | +6.9% |
| 3Y | +157.0% | +241.3% | -84.3% | +117.2% |
| All | +147.4% | +137.1% | +10.3% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling