+13.3%
RMBS vs LSCC
+72.9%
-59.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | -0.3% |
| 7D | -0.3% | +1.3% | -1.7% | -1.4% |
| 30D | -12.2% | -9.7% | -2.5% | -4.6% |
| 3M | -49.5% | -23.7% | -25.8% | -36.9% |
| 6M | -7.1% | +26.5% | -33.6% | -14.4% |
| YTD | -7.0% | +57.5% | -64.5% | -30.1% |
| 1Y | +13.3% | +75.7% | -62.3% | -21.5% |
| All | +13.3% | +72.9% | -59.5% | -21.5% |
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