+885.5%
RMBS vs LSCC
+656.9%
+228.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +7.1% | -0.2% | +3.5% |
| 7D | -12.0% | +13.0% | -24.9% | -16.7% |
| 30D | -33.1% | -19.8% | -13.3% | -25.5% |
| 3M | -23.7% | -18.4% | -5.3% | -15.4% |
| 6M | -42.7% | -16.1% | -26.6% | -36.2% |
| YTD | -18.9% | +42.7% | -61.6% | -30.3% |
| 1Y | -30.0% | +68.0% | -98.0% | -44.2% |
| 3Y | +28.8% | +85.8% | -57.0% | -4.5% |
| 5Y | +210.5% | +28.0% | +182.5% | +157.1% |
| 10Y | +524.7% | +1,255.1% | -730.4% | +47.4% |
| All | +885.5% | +656.9% | +228.6% | +59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling