+1,127.7%
RSP vs LH
+1,246.5%
-118.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.2% |
| 7D | -0.8% | -2.5% | +1.7% | +0.3% |
| 30D | -0.3% | +4.3% | -4.7% | -2.3% |
| 3M | +4.3% | +25.5% | -21.3% | -6.3% |
| 6M | +8.8% | +17.0% | -8.1% | +0.8% |
| YTD | +15.3% | +31.3% | -16.0% | +1.0% |
| 1Y | +18.3% | +20.0% | -1.7% | +7.6% |
| 3Y | +52.8% | +63.9% | -11.1% | +18.2% |
| 5Y | +51.7% | +30.9% | +20.9% | +28.0% |
| 10Y | +208.5% | +191.4% | +17.1% | +64.9% |
| All | +1,127.7% | +1,246.5% | -118.8% | +258.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling