+417.5%
LIN vs RMBS
+512.9%
-95.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.0% | -8.1% | -2.1% |
| 7D | +0.2% | -12.0% | +12.2% | +1.6% |
| 30D | +6.5% | -33.1% | +39.6% | +11.8% |
| 3M | +5.5% | -23.7% | +29.2% | +8.3% |
| 6M | +3.3% | -42.7% | +46.0% | +8.8% |
| YTD | +22.0% | -18.9% | +40.9% | +17.7% |
| 1Y | +25.7% | -30.0% | +55.8% | +23.9% |
| 3Y | +36.2% | +28.8% | +7.4% | +8.2% |
| 5Y | +66.1% | +210.5% | -144.5% | -5.6% |
| All | +417.5% | +512.9% | -95.4% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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