+213.2%
RSP vs LEN
+147.0%
+66.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.3% | +1.5% |
| 7D | +0.7% | +0.7% | +0.1% | +0.4% |
| 30D | +3.7% | +13.0% | -9.3% | -0.3% |
| 3M | +0.7% | +1.9% | -1.2% | -0.6% |
| 6M | +9.0% | -0.7% | +9.8% | +7.9% |
| YTD | +16.7% | -13.8% | +30.5% | +19.5% |
| 1Y | +19.0% | -28.1% | +47.1% | +28.2% |
| 3Y | +64.7% | -22.8% | +87.6% | +68.6% |
| 5Y | +49.6% | -7.4% | +57.0% | +40.4% |
| 10Y | +213.2% | +143.7% | +69.5% | +107.6% |
| All | +213.2% | +147.0% | +66.2% | +107.6% |
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