+54.9%
RMBS vs LEN
-26.2%
+81.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +3.5% | -3.4% | +6.8% | +4.7% |
| 30D | -8.6% | -5.7% | -2.9% | -6.9% |
| 3M | -40.3% | -12.2% | -28.1% | -37.8% |
| 6M | -1.0% | -18.3% | +17.3% | +5.8% |
| YTD | -4.6% | -20.2% | +15.6% | +1.8% |
| 1Y | +17.6% | -40.1% | +57.6% | +38.4% |
| All | +54.9% | -26.2% | +81.1% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling