+279.0%
RTX vs LVS
+1.2%
+277.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.2% |
| 7D | -1.6% | -2.7% | +1.1% | -0.8% |
| 30D | -11.6% | -4.7% | -6.9% | -10.5% |
| 3M | +9.2% | -15.6% | +24.7% | +14.2% |
| 6M | -4.4% | -18.6% | +14.2% | +0.6% |
| YTD | +8.9% | -32.3% | +41.1% | +20.1% |
| 1Y | +32.1% | -18.0% | +50.1% | +36.8% |
| 3Y | +151.2% | -5.8% | +157.1% | +140.9% |
| 5Y | +162.9% | +5.7% | +157.2% | +122.6% |
| All | +279.0% | +1.2% | +277.8% | +227.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling