+54.5%
RSP vs LTH
+160.9%
-106.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -0.8% | -0.6% | -0.1% | -0.7% |
| 30D | -0.3% | -4.6% | +4.3% | +0.4% |
| 3M | +4.3% | +32.8% | -28.5% | -1.2% |
| 6M | +8.8% | +64.6% | -55.8% | -1.5% |
| YTD | +15.3% | +62.6% | -47.4% | +4.4% |
| 1Y | +18.3% | +49.9% | -31.7% | +8.6% |
| 3Y | +52.8% | +151.3% | -98.5% | +24.6% |
| All | +54.5% | +160.9% | -106.4% | +18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling