+279.2%
RTX vs LYB
+48.3%
+231.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -1.5% | +0.3% | -1.8% | -1.7% |
| 30D | -11.0% | +2.5% | -13.4% | -11.9% |
| 3M | +7.7% | +1.4% | +6.3% | +6.3% |
| 6M | -3.9% | -3.5% | -0.4% | -5.7% |
| YTD | +9.0% | +52.0% | -43.0% | -11.7% |
| 1Y | +27.3% | +22.1% | +5.2% | +11.4% |
| 3Y | +172.9% | -22.8% | +195.7% | +181.0% |
| 5Y | +165.2% | -3.4% | +168.5% | +136.1% |
| All | +279.2% | +48.3% | +231.0% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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