+5,068.2%
LLY vs RMBS
+1,339.3%
+3,728.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | -1.6% | -12.2% | +10.6% | -0.9% |
| 3M | +2.3% | -49.5% | +51.8% | +6.0% |
| 6M | +14.9% | -7.1% | +22.0% | +13.8% |
| YTD | +7.5% | -7.0% | +14.5% | +6.1% |
| 1Y | +55.7% | +13.3% | +42.3% | +51.0% |
| 3Y | +110.6% | +49.2% | +61.4% | +96.9% |
| 5Y | +363.4% | +250.0% | +113.5% | +306.2% |
| 10Y | +1,649.0% | +495.1% | +1,153.9% | +1,364.4% |
| All | +5,068.2% | +1,339.3% | +3,728.9% | +2,625.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling