+13.3%
RMBS vs LEN
-37.1%
+50.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.7% |
| 7D | -0.3% | -3.2% | +2.8% | +0.7% |
| 30D | -12.2% | -4.9% | -7.3% | -10.9% |
| 3M | -49.5% | -8.5% | -41.0% | -48.1% |
| 6M | -7.1% | -20.7% | +13.5% | -4.6% |
| YTD | -7.0% | -17.4% | +10.4% | -4.8% |
| 1Y | +13.3% | -38.2% | +51.6% | +19.9% |
| All | +13.3% | -37.1% | +50.5% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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