+156.7%
LITE vs RMBS
-22.1%
+178.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.7% | +5.0% | +6.9% |
| 7D | +3.4% | +3.0% | +0.4% | +2.4% |
| 30D | -34.9% | -15.5% | -19.4% | -26.7% |
| 3M | -21.0% | -11.5% | -9.6% | -13.2% |
| 6M | -38.5% | -36.5% | -1.9% | -19.9% |
| YTD | +75.8% | -7.1% | +82.9% | +57.9% |
| 1Y | +156.7% | -18.7% | +175.3% | +173.0% |
| All | +156.7% | -22.1% | +178.7% | +173.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling