+99.1%
RSG vs LTH
+120.9%
-21.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.6% | +1.8% |
| 7D | +1.4% | -4.6% | +6.1% | +1.8% |
| 30D | +15.0% | +14.8% | +0.2% | +13.9% |
| 3M | +18.5% | +3.9% | +14.5% | +18.0% |
| 6M | +25.8% | +35.5% | -9.7% | +23.0% |
| YTD | +20.8% | +71.3% | -50.5% | +15.9% |
| 1Y | +24.8% | +75.7% | -50.9% | +19.4% |
| 3Y | +65.9% | +231.9% | -166.0% | +51.7% |
| 5Y | +99.1% | +130.5% | -31.4% | +77.2% |
| All | +99.1% | +120.9% | -21.8% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling