-17.7%
LVS vs RMBS
+16.3%
-34.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -1.5% | -0.3% | -1.1% | -1.5% |
| 30D | -3.2% | -12.2% | +8.9% | -2.5% |
| 3M | -12.0% | -49.5% | +37.6% | -7.9% |
| 6M | -19.9% | -7.1% | -12.7% | -23.4% |
| YTD | -30.6% | -7.0% | -23.6% | -34.5% |
| 1Y | -17.7% | +13.3% | -31.1% | -21.5% |
| All | -17.7% | +16.3% | -34.0% | -21.5% |
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 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