+390.2%
LLY vs RMBS
+269.8%
+120.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | 0.0% |
| 7D | -3.1% | +3.5% | -6.6% | -3.2% |
| 30D | -8.6% | -8.6% | 0.0% | -8.3% |
| 3M | -1.6% | -40.3% | +38.7% | +0.7% |
| 6M | +11.8% | -1.0% | +12.8% | +9.5% |
| YTD | +5.1% | -4.6% | +9.7% | +2.9% |
| 1Y | +50.7% | +17.6% | +33.1% | +44.4% |
| 3Y | +95.7% | +58.6% | +37.0% | +77.9% |
| 5Y | +390.2% | +270.9% | +119.2% | +285.7% |
| All | +390.2% | +269.8% | +120.3% | +285.7% |
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