+546.0%
RMBS vs LSCC
+1,791.9%
-1,245.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.0% |
| 7D | +3.0% | +5.2% | -2.3% | +0.4% |
| 30D | -14.4% | -9.6% | -4.8% | -9.8% |
| 3M | -42.8% | -17.8% | -25.1% | -36.3% |
| 6M | -1.4% | +37.4% | -38.8% | -12.4% |
| YTD | -5.4% | +59.7% | -65.1% | -22.8% |
| 1Y | +18.6% | +76.2% | -57.7% | -7.1% |
| 3Y | +57.3% | +28.2% | +29.1% | +33.3% |
| 5Y | +265.7% | +87.2% | +178.5% | +157.9% |
| 10Y | +546.0% | +1,795.0% | -1,249.0% | +127.0% |
| All | +546.0% | +1,791.9% | -1,245.9% | +127.0% |
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 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