+558.9%
RMBS vs LEN
+108.0%
+450.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.1% |
| 7D | +1.8% | -4.8% | +6.5% | +3.6% |
| 30D | -13.9% | -6.6% | -7.3% | -11.9% |
| 3M | -39.8% | -15.7% | -24.1% | -36.4% |
| 6M | -6.0% | -16.6% | +10.6% | +0.3% |
| YTD | -5.4% | -21.3% | +16.0% | +2.4% |
| 1Y | -1.8% | -42.0% | +40.2% | +17.9% |
| 3Y | +53.7% | -27.9% | +81.6% | +65.1% |
| 5Y | +268.5% | -10.7% | +279.2% | +257.0% |
| All | +558.9% | +108.0% | +450.8% | +326.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling