+115.3%
RSG vs LTH
+180.7%
-65.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | +2.5% | -1.3% | +3.8% | +2.6% |
| 30D | +12.7% | +15.7% | -2.9% | +11.6% |
| 3M | +17.9% | +5.0% | +12.9% | +17.5% |
| 6M | +25.0% | +37.7% | -12.7% | +22.3% |
| YTD | +20.8% | +75.0% | -54.2% | +16.0% |
| 1Y | +24.3% | +82.6% | -58.4% | +18.9% |
| 3Y | +65.3% | +241.3% | -176.1% | +51.9% |
| 5Y | +99.1% | +135.4% | -36.4% | +76.9% |
| All | +115.3% | +180.7% | -65.4% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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