+88.7%
RSG vs LTH
+152.0%
-63.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.5% |
| 7D | 0.0% | -4.0% | +4.0% | +0.2% |
| 30D | +3.7% | -1.7% | +5.3% | +3.7% |
| 3M | +6.2% | +28.0% | -21.8% | +4.5% |
| 6M | -2.8% | +54.1% | -56.8% | -5.7% |
| YTD | +5.9% | +57.1% | -51.2% | +2.4% |
| 1Y | -1.8% | +45.8% | -47.5% | -4.5% |
| 3Y | +57.5% | +157.6% | -100.1% | +46.9% |
| All | +88.7% | +152.0% | -63.2% | +71.2% |
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