+914.2%
RTX vs LVS
+69.2%
+844.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -5.2% | -1.5% | -3.7% | -4.9% |
| 30D | -9.4% | -3.2% | -6.2% | -8.9% |
| 3M | +12.3% | -12.0% | +24.3% | +14.5% |
| 6M | -3.1% | -19.9% | +16.8% | 0.0% |
| YTD | +10.7% | -30.6% | +41.3% | +16.6% |
| 1Y | +28.4% | -17.7% | +46.2% | +31.2% |
| 3Y | +147.1% | -14.2% | +161.3% | +146.5% |
| 5Y | +167.2% | +9.6% | +157.6% | +147.5% |
| 10Y | +274.7% | +5.7% | +269.1% | +247.0% |
| All | +914.2% | +69.2% | +844.9% | +672.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling