+1,670.7%
LITE vs RMBS
+579.1%
+1,091.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.7% | +5.0% | +7.2% |
| 7D | +3.4% | +3.0% | +0.4% | +2.7% |
| 30D | -34.9% | -15.5% | -19.4% | -26.9% |
| 3M | -21.0% | -11.5% | -9.6% | -13.5% |
| 6M | -38.5% | -36.5% | -1.9% | -19.0% |
| YTD | +75.8% | -7.1% | +82.9% | +72.2% |
| 1Y | +156.7% | -18.7% | +175.3% | +174.2% |
| 3Y | +1,498.6% | +36.2% | +1,462.4% | +1,065.3% |
| 5Y | +610.9% | +252.0% | +358.9% | +158.4% |
| 10Y | +1,670.7% | +561.2% | +1,109.5% | +242.9% |
| All | +1,670.7% | +579.1% | +1,091.6% | +242.9% |
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