+1,049.0%
RMBS vs LEN
+2,221.4%
-1,172.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +3.1% |
| 7D | +3.0% | -2.9% | +5.8% | +4.0% |
| 30D | -14.4% | -8.9% | -5.6% | -11.8% |
| 3M | -42.8% | -10.9% | -31.9% | -40.9% |
| 6M | -1.4% | -19.7% | +18.3% | +6.3% |
| YTD | -5.4% | -20.6% | +15.1% | +1.7% |
| 1Y | +18.6% | -42.4% | +61.0% | +41.9% |
| 3Y | +57.3% | -26.5% | +83.8% | +68.7% |
| 5Y | +265.7% | -10.9% | +276.6% | +260.2% |
| 10Y | +546.0% | +100.6% | +445.4% | +333.6% |
| All | +1,049.0% | +2,221.4% | -1,172.4% | +66.4% |
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