+210.5%
RMBS vs LII
+2,734.1%
-2,523.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.0% | +8.9% | +7.8% |
| 7D | -12.0% | -0.6% | -11.3% | -11.8% |
| 30D | -33.1% | -4.6% | -28.6% | -32.4% |
| 3M | -23.7% | -21.2% | -2.5% | -16.0% |
| 6M | -42.7% | -36.4% | -6.2% | -31.2% |
| YTD | -18.9% | -28.9% | +10.0% | -7.9% |
| 1Y | -30.0% | -29.5% | -0.5% | -20.3% |
| 3Y | +28.8% | -8.6% | +37.4% | +29.9% |
| 5Y | +210.5% | +20.2% | +190.3% | +171.2% |
| 10Y | +524.7% | +166.2% | +358.5% | +275.1% |
| All | +210.5% | +2,734.1% | -2,523.6% | -41.4% |
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