+56.6%
RSP vs LTH
+180.7%
-124.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.2% |
| 7D | +2.4% | -1.3% | +3.6% | +2.6% |
| 30D | +4.3% | +15.7% | -11.4% | +1.5% |
| 3M | -0.3% | +5.0% | -5.3% | -1.4% |
| 6M | +9.8% | +37.7% | -27.9% | +3.2% |
| YTD | +16.8% | +75.0% | -58.2% | +4.3% |
| 1Y | +19.5% | +82.6% | -63.1% | +5.8% |
| 3Y | +65.1% | +241.3% | -176.2% | +27.7% |
| 5Y | +48.7% | +135.4% | -86.7% | +12.4% |
| All | +56.6% | +180.7% | -124.1% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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