+694.8%
RSP vs LVS
+69.2%
+625.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.8% | -1.5% | +0.7% | -0.5% |
| 30D | -0.3% | -3.2% | +2.9% | +0.2% |
| 3M | +4.3% | -12.0% | +16.3% | +6.6% |
| 6M | +8.8% | -19.9% | +28.7% | +12.9% |
| YTD | +15.3% | -30.6% | +45.9% | +22.3% |
| 1Y | +18.3% | -17.7% | +36.0% | +21.2% |
| 3Y | +52.8% | -14.2% | +67.0% | +53.0% |
| 5Y | +51.7% | +9.6% | +42.1% | +40.7% |
| 10Y | +208.5% | +5.7% | +202.8% | +180.4% |
| All | +694.8% | +69.2% | +625.6% | +467.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling