+2,980.3%
LIN vs RMBS
+1,339.3%
+1,641.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | -2.4% | -12.2% | +9.7% | -1.5% |
| 3M | -5.6% | -49.5% | +44.0% | -0.9% |
| 6M | -3.4% | -7.1% | +3.8% | -4.5% |
| YTD | +13.1% | -7.0% | +20.1% | +11.2% |
| 1Y | +2.5% | +13.3% | -10.9% | -1.7% |
| 3Y | +27.6% | +49.2% | -21.6% | +16.3% |
| 5Y | +63.0% | +250.0% | -186.9% | +37.0% |
| 10Y | +359.3% | +495.1% | -135.8% | +264.9% |
| All | +2,980.3% | +1,339.3% | +1,641.0% | +1,810.6% |
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