+987.3%
RMBS vs LEN
+2,330.7%
-1,343.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.2% |
| 7D | +10.3% | -5.8% | +16.1% | +12.7% |
| 30D | -10.7% | +13.7% | -24.4% | -15.8% |
| 3M | -17.2% | -3.9% | -13.3% | -17.3% |
| 6M | -39.0% | -0.4% | -38.7% | -40.2% |
| YTD | -10.5% | -16.8% | +6.3% | -6.5% |
| 1Y | -11.0% | -29.5% | +18.5% | -1.8% |
| 3Y | +31.3% | -25.6% | +56.9% | +38.4% |
| 5Y | +242.8% | -13.2% | +256.0% | +236.9% |
| 10Y | +536.9% | +138.5% | +398.5% | +297.3% |
| All | +987.3% | +2,330.7% | -1,343.3% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling