+1,493.1%
LITE vs RMBS
+534.0%
+959.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.3% | -2.5% |
| 7D | +10.8% | +10.3% | +0.4% | +4.9% |
| 30D | -33.4% | -10.7% | -22.7% | -27.7% |
| 3M | -32.2% | -17.2% | -15.0% | -22.9% |
| 6M | -42.1% | -39.0% | -3.1% | -22.0% |
| YTD | +61.9% | -10.5% | +72.4% | +62.2% |
| 1Y | +163.0% | -11.0% | +174.0% | +166.5% |
| 3Y | +1,358.0% | +31.3% | +1,326.7% | +986.8% |
| 5Y | +549.9% | +242.8% | +307.1% | +140.1% |
| All | +1,493.1% | +534.0% | +959.1% | +217.2% |
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