+68.5%
LIN vs RMBS
+240.2%
-171.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +0.9% |
| 7D | +2.1% | +10.3% | -8.2% | +1.4% |
| 30D | +6.8% | -10.7% | +17.5% | +7.3% |
| 3M | +10.4% | -17.2% | +27.6% | +11.4% |
| 6M | +3.2% | -39.0% | +42.2% | +5.8% |
| YTD | +24.6% | -10.5% | +35.1% | +20.9% |
| 1Y | +24.4% | -11.0% | +35.4% | +20.4% |
| 3Y | +36.7% | +31.3% | +5.4% | +17.9% |
| All | +68.5% | +240.2% | -171.7% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling