+54.9%
RMBS vs LH
+63.5%
-8.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.2% |
| 7D | +3.5% | -3.2% | +6.6% | +4.3% |
| 30D | -8.6% | +0.1% | -8.7% | -8.7% |
| 3M | -40.3% | +18.6% | -58.9% | -43.3% |
| 6M | -1.0% | +17.9% | -18.9% | -5.9% |
| YTD | -4.6% | +28.9% | -33.6% | -12.3% |
| 1Y | +17.6% | +16.6% | +0.9% | +11.9% |
| All | +54.9% | +63.5% | -8.7% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling