+211.0%
RSP vs LII
+169.1%
+41.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | +2.4% | +2.9% | -0.6% | +1.3% |
| 30D | +4.3% | +0.9% | +3.4% | +3.5% |
| 3M | -0.3% | -15.5% | +15.2% | +5.3% |
| 6M | +9.8% | -30.2% | +40.0% | +22.0% |
| YTD | +16.8% | -26.8% | +43.7% | +26.0% |
| 1Y | +19.5% | -25.3% | +44.8% | +27.7% |
| 3Y | +65.1% | -7.8% | +72.9% | +54.9% |
| 5Y | +48.7% | +17.0% | +31.7% | +21.8% |
| All | +211.0% | +169.1% | +41.8% | +85.4% |
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