+148.0%
RTX vs LTH
+160.9%
-12.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -5.2% | -0.6% | -4.5% | -5.1% |
| 30D | -9.4% | -4.6% | -4.8% | -8.9% |
| 3M | +12.3% | +32.8% | -20.5% | +8.4% |
| 6M | -3.1% | +64.6% | -67.7% | -9.1% |
| YTD | +10.7% | +62.6% | -52.0% | +3.8% |
| 1Y | +28.4% | +49.9% | -21.5% | +21.5% |
| 3Y | +147.1% | +151.3% | -4.3% | +117.1% |
| All | +148.0% | +160.9% | -12.9% | +113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling