+3,265.5%
LIN vs RMBS
+1,260.2%
+2,005.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.0% | -8.4% | +10.4% | +2.5% |
| 30D | +7.9% | -24.9% | +32.7% | +10.0% |
| 3M | +6.3% | -15.8% | +22.1% | +7.1% |
| 6M | +6.5% | -37.5% | +44.0% | +9.0% |
| YTD | +23.6% | -12.1% | +35.7% | +21.4% |
| 1Y | +25.7% | -27.0% | +52.7% | +25.2% |
| 3Y | +35.6% | +28.8% | +6.8% | +24.8% |
| 5Y | +65.9% | +236.2% | -170.4% | +39.1% |
| 10Y | +412.1% | +546.6% | -134.5% | +302.7% |
| All | +3,265.5% | +1,260.2% | +2,005.3% | +1,986.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling