+704.1%
RSP vs LVS
+51.2%
+652.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.5% |
| 7D | +1.8% | -3.9% | +5.7% | +2.5% |
| 30D | +3.5% | +7.1% | -3.6% | +2.1% |
| 3M | +0.2% | -13.2% | +13.4% | +2.7% |
| 6M | +9.1% | -22.8% | +31.9% | +14.0% |
| YTD | +16.6% | -38.0% | +54.6% | +26.1% |
| 1Y | +17.9% | -39.5% | +57.4% | +28.1% |
| 3Y | +64.6% | -12.2% | +76.8% | +64.1% |
| 5Y | +48.4% | +6.4% | +42.0% | +38.8% |
| 10Y | +212.9% | -13.3% | +226.2% | +194.2% |
| All | +704.1% | +51.2% | +652.9% | +484.8% |
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