+65.1%
RSP vs LEN
-25.9%
+91.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.4% | -5.8% | +8.1% | +3.6% |
| 30D | +4.3% | +13.7% | -9.4% | +1.2% |
| 3M | -0.3% | -3.9% | +3.5% | +0.1% |
| 6M | +9.8% | -0.4% | +10.2% | +8.9% |
| YTD | +16.8% | -16.8% | +33.7% | +19.9% |
| 1Y | +19.5% | -29.5% | +49.0% | +27.3% |
| 3Y | +65.1% | -25.6% | +90.7% | +61.8% |
| All | +65.1% | -25.9% | +91.0% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling