+555.1%
RMBS vs LII
+166.1%
+389.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +21.9% | -0.2% | +22.1% | +22.1% |
| 30D | -13.4% | -0.6% | -12.9% | -14.1% |
| 3M | -15.9% | -17.0% | +1.1% | -8.6% |
| 6M | -34.8% | -31.1% | -3.6% | -23.0% |
| YTD | -7.5% | -27.7% | +20.1% | +5.7% |
| 1Y | -16.9% | -26.2% | +9.3% | -6.1% |
| 3Y | +35.5% | -9.6% | +45.2% | +36.8% |
| 5Y | +254.2% | +15.7% | +238.5% | +208.5% |
| All | +555.1% | +166.1% | +389.0% | +281.1% |
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