+267.4%
RTX vs LVS
-10.5%
+277.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.6% |
| 7D | +4.8% | -0.8% | +5.6% | +5.0% |
| 30D | +6.5% | +10.0% | -3.5% | +3.5% |
| 3M | -9.6% | -11.0% | +1.4% | -6.9% |
| 6M | +12.3% | -20.1% | +32.5% | +18.9% |
| YTD | +9.5% | -36.3% | +45.8% | +22.6% |
| 1Y | +15.8% | -36.8% | +52.7% | +29.9% |
| 3Y | +157.0% | -9.5% | +166.5% | +148.5% |
| 5Y | +148.8% | +9.3% | +139.5% | +106.6% |
| All | +267.4% | -10.5% | +277.9% | +225.8% |
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