-17.4%
RMBS vs LSCC
+57.8%
-75.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.3% | -7.2% | -7.0% |
| 7D | -8.9% | +3.0% | -11.9% | -11.5% |
| 30D | -24.8% | -19.3% | -5.6% | -11.6% |
| 3M | -17.6% | -22.3% | +4.7% | -0.4% |
| 6M | -25.7% | -14.6% | -11.1% | -13.3% |
| YTD | -9.8% | +45.8% | -55.5% | -25.5% |
| 1Y | -17.4% | +69.6% | -87.0% | -37.0% |
| All | -17.4% | +57.8% | -75.2% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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