-3.3%
LVS vs RMBS
+566.4%
-569.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.1% |
| 7D | -3.5% | +1.8% | -5.2% | -3.9% |
| 30D | -6.2% | -13.9% | +7.7% | -2.9% |
| 3M | -14.8% | -39.8% | +25.0% | -4.8% |
| 6M | -20.9% | -6.0% | -14.8% | -25.7% |
| YTD | -33.0% | -5.4% | -27.7% | -38.6% |
| 1Y | -20.0% | -1.8% | -18.2% | -29.1% |
| 3Y | -6.9% | +53.7% | -60.6% | -37.8% |
| 5Y | +9.1% | +268.5% | -259.4% | -54.8% |
| All | -3.3% | +566.4% | -569.7% | -73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling