+19.6%
RSG vs LH
+44.2%
-24.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.5% |
| 7D | +5.1% | +2.1% | +3.1% | +4.8% |
| 30D | +15.3% | +19.2% | -3.9% | +12.0% |
| 3M | +18.6% | +18.0% | +0.6% | +15.3% |
| 6M | +19.5% | +46.1% | -26.5% | +12.1% |
| YTD | +17.2% | +47.7% | -30.5% | +9.9% |
| 1Y | +19.6% | +47.2% | -27.7% | +12.0% |
| All | +19.6% | +44.2% | -24.7% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling