+55.7%
RSG vs LTH
+159.8%
-104.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | -0.7% | +1.5% | -2.3% | -0.9% |
| 30D | +3.3% | -3.1% | +6.4% | +3.5% |
| 3M | +8.5% | +28.1% | -19.6% | +6.7% |
| 6M | -3.5% | +67.4% | -70.9% | -7.3% |
| YTD | +5.5% | +59.8% | -54.3% | +1.7% |
| 1Y | -1.7% | +45.6% | -47.3% | -4.6% |
| All | +55.7% | +159.8% | -104.0% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling