+463.9%
LLY vs RMBS
+235.0%
+228.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.3% | -4.1% | +3.9% |
| 7D | +0.1% | -3.9% | +4.0% | +0.2% |
| 30D | +19.7% | -24.9% | +44.6% | +20.9% |
| 3M | +19.3% | -20.5% | +39.7% | +20.0% |
| 6M | +49.3% | -37.5% | +86.9% | +51.2% |
| YTD | +32.0% | -12.1% | +44.2% | +29.3% |
| 1Y | +53.7% | -25.0% | +78.7% | +51.9% |
| 3Y | +143.7% | +36.1% | +107.6% | +122.8% |
| 5Y | +463.9% | +236.1% | +227.8% | +340.3% |
| All | +463.9% | +235.0% | +228.9% | +340.3% |
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