+50.9%
LVS vs RMBS
+217.3%
-166.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.3% |
| 7D | +0.3% | +3.0% | -2.6% | -0.5% |
| 30D | -3.9% | -14.4% | +10.5% | -0.3% |
| 3M | -12.9% | -42.8% | +30.0% | -1.1% |
| 6M | -16.9% | -1.4% | -15.5% | -22.1% |
| YTD | -31.2% | -5.4% | -25.8% | -36.0% |
| 1Y | -16.4% | +18.6% | -35.0% | -28.6% |
| 3Y | -4.4% | +57.3% | -61.7% | -31.5% |
| 5Y | +6.7% | +265.7% | -259.0% | -42.1% |
| 10Y | +1.4% | +546.0% | -544.6% | -55.0% |
| All | +50.9% | +217.3% | -166.4% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling