-1.8%
RMBS vs LH
+14.9%
-16.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.8% |
| 7D | +1.8% | -4.7% | +6.5% | +1.9% |
| 30D | -13.9% | -3.5% | -10.4% | -13.8% |
| 3M | -39.8% | +17.7% | -57.5% | -40.3% |
| 6M | -6.0% | +15.8% | -21.8% | -6.8% |
| YTD | -5.4% | +25.1% | -30.5% | -7.6% |
| 1Y | -1.8% | +12.5% | -14.3% | -0.2% |
| All | -1.8% | +14.9% | -16.7% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling