+46.3%
LLY vs RMBS
-22.1%
+68.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.3% | +0.4% |
| 7D | +1.4% | +3.0% | -1.6% | +1.4% |
| 30D | +21.5% | -15.5% | +37.1% | +21.1% |
| 3M | +18.5% | -11.5% | +29.9% | +18.2% |
| 6M | +49.1% | -36.5% | +85.6% | +49.1% |
| YTD | +34.4% | -7.1% | +41.5% | +31.7% |
| 1Y | +46.3% | -18.7% | +65.0% | +42.0% |
| All | +46.3% | -22.1% | +68.4% | +42.0% |
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