+561.2%
RMBS vs LSCC
+1,498.6%
-937.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.4% | -4.7% | +0.3% |
| 7D | +3.0% | +14.5% | -11.5% | -3.6% |
| 30D | -15.5% | -0.1% | -15.5% | -15.5% |
| 3M | -11.5% | -2.7% | -8.8% | -10.0% |
| 6M | -36.5% | -4.8% | -31.7% | -33.4% |
| YTD | -7.1% | +66.9% | -74.0% | -26.1% |
| 1Y | -18.7% | +85.8% | -104.5% | -38.4% |
| 3Y | +36.2% | +115.6% | -79.4% | -6.2% |
| 5Y | +252.0% | +48.8% | +203.2% | +165.4% |
| 10Y | +561.2% | +1,490.3% | -929.1% | +124.2% |
| All | +561.2% | +1,498.6% | -937.4% | +124.2% |
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