+209.8%
RSP vs LVS
+0.3%
+209.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -1.8% | -2.7% | +0.9% | -1.1% |
| 30D | -2.5% | -4.7% | +2.2% | -1.4% |
| 3M | +3.0% | -15.6% | +18.6% | +7.4% |
| 6M | +8.9% | -18.6% | +27.5% | +14.3% |
| YTD | +13.0% | -32.3% | +45.2% | +23.8% |
| 1Y | +16.2% | -18.0% | +34.3% | +20.2% |
| 3Y | +52.7% | -5.8% | +58.5% | +48.1% |
| 5Y | +50.5% | +5.7% | +44.7% | +33.6% |
| 10Y | +209.8% | 0.0% | +209.8% | +170.1% |
| All | +209.8% | +0.3% | +209.6% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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