+25.9%
LMT vs RMBS
-18.2%
+44.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.0% | -0.9% | -7.0% |
| 7D | -5.5% | -8.9% | +3.4% | -5.7% |
| 30D | +17.5% | -24.8% | +42.3% | +16.7% |
| 3M | +1.6% | -17.6% | +19.1% | +1.2% |
| 6M | +16.3% | -25.7% | +42.0% | +14.9% |
| YTD | +25.3% | -9.8% | +35.0% | +20.8% |
| 1Y | +25.9% | -17.4% | +43.2% | +20.9% |
| All | +25.9% | -18.2% | +44.1% | +20.9% |
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