+901.5%
LITE vs RMBS
+250.7%
+650.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.3% |
| 7D | -1.5% | -0.3% | -1.2% | -1.3% |
| 30D | +6.7% | -12.2% | +18.8% | +15.8% |
| 3M | -6.8% | -49.5% | +42.8% | +35.6% |
| 6M | +29.4% | -7.1% | +36.6% | +31.6% |
| YTD | +139.1% | -7.0% | +146.1% | +132.9% |
| 1Y | +521.0% | +13.3% | +507.7% | +446.6% |
| 3Y | +1,535.3% | +49.2% | +1,486.0% | +1,061.0% |
| All | +901.5% | +250.7% | +650.9% | +314.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling