+1,402.3%
LITE vs RMBS
+512.9%
+889.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.0% | -1.3% | +1.5% |
| 7D | -35.9% | -12.0% | -24.0% | -30.3% |
| 30D | -51.5% | -33.1% | -18.4% | -37.5% |
| 3M | -35.7% | -23.7% | -12.0% | -23.1% |
| 6M | -43.0% | -42.7% | -0.3% | -20.1% |
| YTD | +46.1% | -18.9% | +65.0% | +54.7% |
| 1Y | +124.7% | -30.0% | +154.7% | +161.9% |
| 3Y | +1,172.1% | +28.8% | +1,143.2% | +856.6% |
| 5Y | +477.0% | +210.5% | +266.5% | +124.6% |
| All | +1,402.3% | +512.9% | +889.4% | +195.3% |
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