+24.4%
LNG vs RMBS
+16.3%
+8.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.5% |
| 7D | +3.4% | -0.3% | +3.8% | +3.4% |
| 30D | +14.9% | -12.2% | +27.0% | +14.3% |
| 3M | +21.4% | -49.5% | +70.9% | +19.1% |
| 6M | +17.8% | -7.1% | +25.0% | +17.2% |
| YTD | +51.3% | -7.0% | +58.3% | +50.6% |
| 1Y | +24.4% | +13.3% | +11.1% | +24.7% |
| All | +24.4% | +16.3% | +8.1% | +24.7% |
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 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