+2,080.1%
LLY vs RMBS
+534.0%
+1,546.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.5% |
| 7D | +6.7% | +10.3% | -3.6% | +5.8% |
| 30D | +19.6% | -10.7% | +30.3% | +20.3% |
| 3M | +19.7% | -17.2% | +36.9% | +20.9% |
| 6M | +42.7% | -39.0% | +81.8% | +46.7% |
| YTD | +35.1% | -10.5% | +45.6% | +30.7% |
| 1Y | +42.2% | -11.0% | +53.2% | +37.3% |
| 3Y | +140.8% | +31.3% | +109.5% | +110.0% |
| 5Y | +480.6% | +242.8% | +237.8% | +304.7% |
| All | +2,080.1% | +534.0% | +1,546.1% | +1,138.1% |
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