+546.0%
RMBS vs LII
+167.7%
+378.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 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