+51.5%
RSP vs LEN
-12.1%
+63.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | +0.1% |
| 7D | -0.4% | -2.9% | +2.5% | +0.4% |
| 30D | -1.5% | -8.9% | +7.3% | +1.0% |
| 3M | +4.8% | -10.9% | +15.7% | +7.8% |
| 6M | +10.3% | -19.7% | +29.9% | +16.5% |
| YTD | +14.1% | -20.6% | +34.6% | +20.2% |
| 1Y | +17.0% | -42.4% | +59.4% | +35.5% |
| 3Y | +54.2% | -26.5% | +80.7% | +58.0% |
| 5Y | +51.5% | -10.9% | +62.4% | +37.1% |
| All | +51.5% | -12.1% | +63.6% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling