+541.3%
RMBS vs LSCC
+1,398.6%
-857.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.4% | -0.1% | +3.9% |
| 7D | -3.9% | +19.3% | -23.2% | -12.0% |
| 30D | -24.9% | -9.6% | -15.2% | -20.7% |
| 3M | -20.5% | -12.4% | -8.1% | -14.4% |
| 6M | -37.5% | -10.5% | -27.1% | -32.2% |
| YTD | -12.1% | +54.8% | -66.9% | -27.2% |
| 1Y | -25.0% | +79.4% | -104.4% | -42.0% |
| 3Y | +36.1% | +109.6% | -73.5% | -4.1% |
| 5Y | +236.1% | +40.4% | +195.8% | +162.4% |
| 10Y | +541.3% | +1,379.1% | -837.8% | +128.8% |
| All | +541.3% | +1,398.6% | -857.3% | +128.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling