+534.0%
RMBS vs LII
+169.1%
+364.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.4% | -3.8% |
| 7D | +10.3% | +2.9% | +7.4% | +8.8% |
| 30D | -10.7% | +0.9% | -11.6% | -12.1% |
| 3M | -17.2% | -15.5% | -1.7% | -10.9% |
| 6M | -39.0% | -30.2% | -8.8% | -28.5% |
| YTD | -10.5% | -26.8% | +16.3% | +1.6% |
| 1Y | -11.0% | -25.3% | +14.3% | 0.0% |
| 3Y | +31.3% | -7.8% | +39.1% | +31.2% |
| 5Y | +242.8% | +17.0% | +225.8% | +196.8% |
| All | +534.0% | +169.1% | +364.9% | +266.7% |
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