+280.0%
RTX vs LVS
-0.5%
+280.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.8% |
| 7D | -2.0% | -4.3% | +2.3% | -0.8% |
| 30D | -11.2% | -6.8% | -4.4% | -9.5% |
| 3M | +12.0% | -15.6% | +27.7% | +17.2% |
| 6M | -3.6% | -20.6% | +17.0% | +2.2% |
| YTD | +9.2% | -33.4% | +42.6% | +21.0% |
| 1Y | +29.7% | -20.1% | +49.9% | +35.3% |
| 3Y | +152.0% | -7.4% | +159.4% | +142.7% |
| 5Y | +165.8% | +8.5% | +157.3% | +121.7% |
| All | +280.0% | -0.5% | +280.6% | +229.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LVS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling