+1,115.8%
RSP vs LH
+1,410.0%
-294.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | -1.0% | +1.4% | -2.5% | -1.7% |
| 30D | +2.6% | +17.5% | -14.9% | -4.9% |
| 3M | -0.8% | +16.1% | -16.8% | -7.7% |
| 6M | +6.3% | +43.4% | -37.1% | -10.5% |
| YTD | +14.1% | +47.2% | -33.1% | -5.5% |
| 1Y | +18.0% | +50.1% | -32.1% | -3.2% |
| 3Y | +61.0% | +81.2% | -20.1% | +18.8% |
| 5Y | +45.6% | +63.7% | -18.1% | +10.4% |
| 10Y | +220.2% | +269.2% | -49.0% | +52.9% |
| All | +1,115.8% | +1,410.0% | -294.2% | +235.4% |
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