+152.8%
RTX vs LVS
-6.1%
+158.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -3.1% | +0.3% | -3.4% | -3.1% |
| 30D | -10.6% | -3.9% | -6.7% | -10.2% |
| 3M | +11.6% | -12.9% | +24.5% | +13.2% |
| 6M | -4.5% | -16.9% | +12.4% | -2.8% |
| YTD | +9.6% | -31.2% | +40.8% | +13.8% |
| 1Y | +30.8% | -16.4% | +47.2% | +32.2% |
| 3Y | +152.8% | -4.4% | +157.3% | +142.8% |
| All | +152.8% | -6.1% | +158.9% | +142.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling