+150.4%
RTX vs LVS
+9.9%
+140.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.8% |
| 7D | -1.7% | +6.7% | -8.4% | -2.6% |
| 30D | +7.7% | +13.8% | -6.1% | +5.9% |
| 3M | -10.3% | -9.5% | -0.9% | -9.4% |
| 6M | +14.6% | -22.0% | +36.6% | +17.8% |
| YTD | +10.4% | -35.7% | +46.0% | +15.9% |
| 1Y | +13.5% | -36.7% | +50.2% | +19.3% |
| 3Y | +158.6% | -8.8% | +167.4% | +154.7% |
| All | +150.4% | +9.9% | +140.5% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling