+45.4%
RSP vs LH
+62.5%
-17.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -1.0% | +1.4% | -2.5% | -1.6% |
| 30D | +2.6% | +17.5% | -14.9% | -3.4% |
| 3M | -0.8% | +16.1% | -16.8% | -6.3% |
| 6M | +6.3% | +43.4% | -37.1% | -7.6% |
| YTD | +14.1% | +47.2% | -33.1% | -2.1% |
| 1Y | +18.0% | +50.1% | -32.1% | +0.3% |
| 3Y | +61.0% | +81.2% | -20.1% | +24.7% |
| All | +45.4% | +62.5% | -17.2% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling