+208.0%
RSP vs LII
+168.6%
+39.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.6% | -0.9% |
| 7D | -0.8% | -0.7% | 0.0% | -0.5% |
| 30D | -0.3% | -12.6% | +12.3% | +4.4% |
| 3M | +4.3% | -24.4% | +28.7% | +13.4% |
| 6M | +8.8% | -28.7% | +37.5% | +20.0% |
| YTD | +15.3% | -19.1% | +34.4% | +20.6% |
| 1Y | +18.3% | -29.7% | +48.0% | +29.9% |
| 3Y | +52.8% | +4.8% | +48.0% | +36.9% |
| 5Y | +51.7% | +24.6% | +27.2% | +22.4% |
| All | +208.0% | +168.6% | +39.4% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling