+52.6%
RMBS vs LSCC
+24.1%
+28.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | 0.0% |
| 7D | -0.3% | +1.3% | -1.7% | -1.2% |
| 30D | -12.2% | -9.7% | -2.5% | -5.9% |
| 3M | -49.5% | -23.7% | -25.8% | -39.0% |
| 6M | -7.1% | +26.5% | -33.6% | -16.2% |
| YTD | -7.0% | +57.5% | -64.5% | -28.0% |
| 1Y | +13.3% | +75.7% | -62.3% | -17.6% |
| All | +52.6% | +24.1% | +28.5% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling