+420.8%
RSG vs LH
+183.3%
+237.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.3% |
| 7D | 0.0% | -4.7% | +4.7% | +1.5% |
| 30D | +4.0% | -3.5% | +7.4% | +5.1% |
| 3M | +7.4% | +17.7% | -10.3% | +1.7% |
| 6M | +0.1% | +15.8% | -15.7% | -4.9% |
| YTD | +6.0% | +25.1% | -19.1% | -2.0% |
| 1Y | -3.0% | +12.5% | -15.5% | -7.4% |
| 3Y | +56.5% | +59.8% | -3.3% | +30.8% |
| 5Y | +90.9% | +27.1% | +63.9% | +70.4% |
| All | +420.8% | +183.3% | +237.6% | +240.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling