+256.1%
RMBS vs LII
+3,124.4%
-2,868.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.2% | +0.8% |
| 7D | -0.3% | -0.7% | +0.4% | -0.1% |
| 30D | -12.2% | -12.6% | +0.4% | -6.9% |
| 3M | -49.5% | -24.4% | -25.1% | -43.5% |
| 6M | -7.1% | -28.7% | +21.6% | +6.8% |
| YTD | -7.0% | -19.1% | +12.1% | +0.6% |
| 1Y | +13.3% | -29.7% | +43.0% | +30.0% |
| 3Y | +49.2% | +4.8% | +44.5% | +42.7% |
| 5Y | +250.0% | +24.6% | +225.4% | +203.0% |
| 10Y | +495.1% | +169.2% | +325.9% | +257.6% |
| All | +256.1% | +3,124.4% | -2,868.3% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling