+64.7%
RSP vs LVS
-7.4%
+72.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | +0.7% | +6.7% | -6.0% | -0.5% |
| 30D | +3.7% | +13.8% | -10.1% | +1.1% |
| 3M | +0.7% | -9.5% | +10.1% | +2.4% |
| 6M | +9.0% | -22.0% | +31.1% | +14.0% |
| YTD | +16.7% | -35.7% | +52.4% | +26.2% |
| 1Y | +19.0% | -36.7% | +55.6% | +29.1% |
| 3Y | +64.7% | -8.8% | +73.6% | +55.1% |
| All | +64.7% | -7.4% | +72.2% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling