+1,049.0%
RMBS vs LH
+5,217.0%
-4,168.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +3.0% | -0.8% | +3.8% | +3.2% |
| 30D | -14.4% | +2.0% | -16.4% | -15.0% |
| 3M | -42.8% | +24.3% | -67.1% | -47.0% |
| 6M | -1.4% | +21.1% | -22.5% | -7.9% |
| YTD | -5.4% | +30.4% | -35.9% | -13.9% |
| 1Y | +18.6% | +18.4% | +0.2% | +11.2% |
| 3Y | +57.3% | +65.5% | -8.2% | +30.8% |
| 5Y | +265.7% | +29.9% | +235.8% | +225.2% |
| 10Y | +546.0% | +186.6% | +359.4% | +337.4% |
| All | +1,049.0% | +5,217.0% | -4,168.0% | +280.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling