+55.9%
RSP vs LEN
-22.2%
+78.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.2% |
| 7D | -0.8% | -3.2% | +2.4% | 0.0% |
| 30D | -0.3% | -4.9% | +4.6% | +0.7% |
| 3M | +4.3% | -8.5% | +12.8% | +6.0% |
| 6M | +8.8% | -20.7% | +29.5% | +14.1% |
| YTD | +15.3% | -17.4% | +32.7% | +19.1% |
| 1Y | +18.3% | -38.2% | +56.5% | +31.0% |
| All | +55.9% | -22.2% | +78.0% | +51.5% |
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