-7.1%
RMBS vs LII
-29.6%
+22.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.2% | +0.7% |
| 7D | -0.3% | -0.7% | +0.4% | 0.0% |
| 30D | -12.2% | -12.6% | +0.4% | -5.4% |
| 3M | -49.5% | -24.4% | -25.1% | -42.6% |
| 6M | -7.1% | -28.7% | +21.6% | +7.0% |
| All | -7.1% | -29.6% | +22.4% | +7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling