+558.9%
RMBS vs LH
+183.3%
+375.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.2% |
| 7D | +1.8% | -4.7% | +6.5% | +3.9% |
| 30D | -13.9% | -3.5% | -10.4% | -12.7% |
| 3M | -39.8% | +17.7% | -57.5% | -44.5% |
| 6M | -6.0% | +15.8% | -21.8% | -12.8% |
| YTD | -5.4% | +25.1% | -30.5% | -15.6% |
| 1Y | -1.8% | +12.5% | -14.3% | -8.4% |
| 3Y | +53.7% | +59.8% | -6.1% | +19.3% |
| 5Y | +268.5% | +27.1% | +241.4% | +213.6% |
| All | +558.9% | +183.3% | +375.6% | +255.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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