-27.0%
RMBS vs LII
-28.3%
+1.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.1% | +7.4% |
| 7D | -3.9% | -1.2% | -2.7% | -3.4% |
| 30D | -24.9% | -2.0% | -22.9% | -25.0% |
| 3M | -20.5% | -20.2% | -0.2% | -12.2% |
| 6M | -37.5% | -32.5% | -5.0% | -26.3% |
| YTD | -12.1% | -27.4% | +15.2% | -3.8% |
| All | -27.0% | -28.3% | +1.4% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling