+517.7%
RTX vs LYB
+631.6%
-113.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | -11.2% | +1.5% | -12.7% | -11.9% |
| 3M | +12.0% | -0.3% | +12.3% | +11.3% |
| 6M | -3.6% | +0.1% | -3.6% | -6.4% |
| YTD | +9.2% | +53.4% | -44.2% | -10.1% |
| 1Y | +29.7% | +25.6% | +4.1% | +13.7% |
| 3Y | +152.0% | -21.3% | +173.2% | +155.2% |
| 5Y | +165.8% | -2.4% | +168.2% | +140.2% |
| 10Y | +285.0% | +48.8% | +236.3% | +177.2% |
| All | +517.7% | +631.6% | -113.8% | +130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling