+18.6%
RMBS vs LSCC
+75.5%
-56.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +0.6% |
| 7D | +3.0% | +5.2% | -2.3% | -1.2% |
| 30D | -14.4% | -9.6% | -4.8% | -7.1% |
| 3M | -42.8% | -17.8% | -25.1% | -32.7% |
| 6M | -1.4% | +37.4% | -38.8% | -13.5% |
| YTD | -5.4% | +59.7% | -65.1% | -29.7% |
| 1Y | +18.6% | +76.2% | -57.7% | -17.9% |
| All | +18.6% | +75.5% | -56.9% | -17.9% |
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