+210.7%
RMBS vs LII
+19.9%
+190.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.0% | +8.9% | +7.9% |
| 7D | -12.0% | -0.6% | -11.3% | -11.8% |
| 30D | -33.1% | -4.6% | -28.6% | -32.3% |
| 3M | -23.7% | -21.2% | -2.5% | -14.7% |
| 6M | -42.7% | -36.4% | -6.2% | -29.1% |
| YTD | -18.9% | -28.9% | +10.0% | -6.4% |
| 1Y | -30.0% | -29.5% | -0.5% | -18.9% |
| 3Y | +28.8% | -8.6% | +37.4% | +29.4% |
| All | +210.7% | +19.9% | +190.8% | +165.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling