+55.9%
RSP vs LH
+65.1%
-9.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | -0.8% | -2.5% | +1.7% | 0.0% |
| 30D | -0.3% | +4.3% | -4.7% | -1.7% |
| 3M | +4.3% | +25.5% | -21.3% | -3.3% |
| 6M | +8.8% | +17.0% | -8.1% | +3.2% |
| YTD | +15.3% | +31.3% | -16.0% | +4.9% |
| 1Y | +18.3% | +20.0% | -1.7% | +10.7% |
| All | +55.9% | +65.1% | -9.2% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling