+211.0%
RSP vs LH
+261.9%
-50.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +2.4% | +1.1% | +1.3% | +1.9% |
| 30D | +4.3% | +16.7% | -12.5% | -2.5% |
| 3M | -0.3% | +15.1% | -15.4% | -6.4% |
| 6M | +9.8% | +46.3% | -36.5% | -7.1% |
| YTD | +16.8% | +48.8% | -31.9% | -2.3% |
| 1Y | +19.5% | +39.7% | -20.2% | +2.6% |
| 3Y | +65.1% | +87.0% | -21.9% | +22.6% |
| 5Y | +48.7% | +53.0% | -4.3% | +18.5% |
| All | +211.0% | +261.9% | -50.9% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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