+903.0%
RTX vs LVS
+55.3%
+847.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.3% |
| 7D | +4.8% | -0.8% | +5.6% | +4.9% |
| 30D | +6.5% | +10.0% | -3.5% | +4.8% |
| 3M | -9.6% | -11.0% | +1.4% | -8.1% |
| 6M | +12.3% | -20.1% | +32.5% | +16.1% |
| YTD | +9.5% | -36.3% | +45.8% | +16.8% |
| 1Y | +15.8% | -36.8% | +52.7% | +23.7% |
| 3Y | +157.0% | -9.5% | +166.5% | +154.0% |
| 5Y | +148.8% | +9.3% | +139.5% | +130.9% |
| 10Y | +264.0% | -11.0% | +275.0% | +245.3% |
| All | +903.0% | +55.3% | +847.7% | +673.8% |
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 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