+129.4%
LITE vs RMBS
-27.4%
+156.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.3% | +2.4% | +5.2% |
| 7D | -12.9% | -3.9% | -9.0% | -9.9% |
| 30D | -46.0% | -24.9% | -21.1% | -34.5% |
| 3M | -33.0% | -20.5% | -12.6% | -21.4% |
| 6M | -34.0% | -37.5% | +3.5% | -12.5% |
| YTD | +61.7% | -12.1% | +73.9% | +50.7% |
| All | +129.4% | -27.4% | +156.8% | +168.9% |
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 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