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  • RMBS vs LII✓SelectedUSD · LIIRMBS vs LII performance historyLatest closeAs of+1.67%09/08
Stock and ETF performance explorer

RMBS vs LII

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+546.0%
LII return
+167.7%
Excess return
+378.3%
Maximum drawdown
-53.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioLIIExcessAlpha
1D+1.7%-1.4%+3.0%+2.4%
7D+3.0%+2.1%+0.8%+1.8%
30D-14.4%-12.4%-2.0%-8.6%
3M-42.8%-24.8%-18.0%-35.0%
6M-1.4%-25.2%+23.8%+12.7%
YTD-5.4%-20.3%+14.8%+3.8%
1Y+18.6%-32.9%+51.5%+41.9%
3Y+57.3%+2.0%+55.2%+50.8%
5Y+265.7%+24.4%+241.2%+209.7%
10Y+546.0%+167.2%+378.8%+284.2%
All+546.0%+167.7%+378.3%+284.2%

Cumulative growth

Daily Returns

Daily percentage return beside LII.

Daily Out/Under-Performance

Portfolio return minus LII return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × LII 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 LII 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