+541.3%
RMBS vs LII
+170.7%
+370.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.1% | +7.2% |
| 7D | -3.9% | -1.2% | -2.7% | -3.3% |
| 30D | -24.9% | -2.0% | -22.9% | -24.9% |
| 3M | -20.5% | -20.2% | -0.2% | -11.8% |
| 6M | -37.5% | -32.5% | -5.0% | -25.4% |
| YTD | -12.1% | -27.4% | +15.2% | +0.2% |
| 1Y | -25.0% | -28.2% | +3.2% | -14.0% |
| 3Y | +36.1% | -7.2% | +43.3% | +35.7% |
| 5Y | +236.1% | +19.9% | +216.2% | +187.3% |
| 10Y | +541.3% | +168.6% | +372.7% | +263.1% |
| All | +541.3% | +170.7% | +370.6% | +263.1% |
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