+215.6%
RSP vs LEN
+166.0%
+49.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.9% | +1.3% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | +3.7% | +19.4% | -15.7% | -1.8% |
| 3M | +0.8% | +4.5% | -3.8% | -1.2% |
| 6M | +9.1% | +4.9% | +4.2% | +6.3% |
| YTD | +16.7% | -8.9% | +25.6% | +17.7% |
| 1Y | +19.7% | -23.0% | +42.7% | +26.5% |
| 3Y | +66.7% | -16.7% | +83.4% | +66.9% |
| 5Y | +48.7% | -4.5% | +53.1% | +38.4% |
| 10Y | +215.6% | +162.2% | +53.4% | +104.8% |
| All | +215.6% | +166.0% | +49.5% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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