+56.5%
RSP vs LTH
+183.0%
-126.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.4% |
| 7D | +0.4% | +7.0% | -6.6% | -0.8% |
| 30D | +3.7% | +15.4% | -11.7% | +1.0% |
| 3M | +0.8% | +7.0% | -6.3% | -0.7% |
| 6M | +9.1% | +46.9% | -37.8% | +1.3% |
| YTD | +16.7% | +76.4% | -59.7% | +4.1% |
| 1Y | +19.7% | +83.7% | -64.1% | +5.8% |
| 3Y | +66.7% | +248.9% | -182.2% | +28.5% |
| 5Y | +48.7% | +141.8% | -93.1% | +12.3% |
| All | +56.5% | +183.0% | -126.5% | +18.5% |
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