+1,992.3%
RSG vs LH
+6,538.5%
-4,546.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.6% |
| 7D | 0.0% | -3.2% | +3.2% | +0.7% |
| 30D | +3.7% | +0.1% | +3.5% | +3.6% |
| 3M | +6.2% | +18.6% | -12.5% | +2.2% |
| 6M | -2.8% | +17.9% | -20.7% | -6.4% |
| YTD | +5.9% | +28.9% | -23.0% | -0.1% |
| 1Y | -1.8% | +16.6% | -18.4% | -5.5% |
| 3Y | +57.5% | +63.6% | -6.1% | +39.7% |
| 5Y | +91.1% | +30.0% | +61.1% | +76.5% |
| 10Y | +428.1% | +191.9% | +236.2% | +303.0% |
| All | +1,992.3% | +6,538.5% | -4,546.2% | +871.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling