+222.1%
LNG vs RMBS
+265.4%
-43.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | -4.7% | +1.8% | -6.4% | -4.8% |
| 30D | +3.8% | -13.9% | +17.7% | +4.7% |
| 3M | +16.2% | -39.8% | +56.0% | +19.6% |
| 6M | +11.7% | -6.0% | +17.7% | +9.1% |
| YTD | +44.2% | -5.4% | +49.6% | +39.8% |
| 1Y | +18.6% | -1.8% | +20.4% | +13.3% |
| 3Y | +77.4% | +53.7% | +23.8% | +52.8% |
| All | +222.1% | +265.4% | -43.3% | +115.4% |
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