+266.8%
RMBS vs LEN
-11.2%
+278.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.0% |
| 7D | +1.8% | -4.8% | +6.5% | +3.8% |
| 30D | -13.9% | -6.6% | -7.3% | -11.6% |
| 3M | -39.8% | -15.7% | -24.1% | -35.8% |
| 6M | -6.0% | -16.6% | +10.6% | +1.0% |
| YTD | -5.4% | -21.3% | +16.0% | +3.2% |
| 1Y | -1.8% | -42.0% | +40.2% | +21.0% |
| 3Y | +53.7% | -27.9% | +81.6% | +60.7% |
| All | +266.8% | -11.2% | +278.0% | +237.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling