+51.5%
RSP vs LVS
+4.5%
+47.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -1.5% | -3.9% | +2.4% | -0.8% |
| 3M | +4.8% | -12.9% | +17.7% | +7.5% |
| 6M | +10.3% | -16.9% | +27.2% | +13.9% |
| YTD | +14.1% | -31.2% | +45.3% | +21.9% |
| 1Y | +17.0% | -16.4% | +33.4% | +19.6% |
| 3Y | +54.2% | -4.4% | +58.6% | +49.5% |
| 5Y | +51.5% | +6.7% | +44.8% | +38.4% |
| All | +51.5% | +4.5% | +47.0% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling