+1,142.9%
RSP vs LH
+1,427.7%
-284.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | +0.1% |
| 7D | +0.7% | +4.8% | -4.1% | -1.4% |
| 30D | +3.7% | +18.8% | -15.1% | -4.3% |
| 3M | +0.7% | +15.7% | -15.0% | -6.2% |
| 6M | +9.0% | +46.7% | -37.6% | -9.1% |
| YTD | +16.7% | +48.9% | -32.2% | -3.8% |
| 1Y | +19.0% | +43.5% | -24.5% | -0.3% |
| 3Y | +64.7% | +86.9% | -22.2% | +19.8% |
| 5Y | +49.6% | +60.4% | -10.8% | +14.7% |
| 10Y | +213.2% | +260.7% | -47.6% | +51.5% |
| All | +1,142.9% | +1,427.7% | -284.8% | +241.2% |
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 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