+13.3%
RMBS vs LTH
+54.1%
-40.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | -12.2% | -4.6% | -7.6% | -10.5% |
| 3M | -49.5% | +32.8% | -82.3% | -57.5% |
| 6M | -7.1% | +64.6% | -71.8% | -30.4% |
| YTD | -7.0% | +62.6% | -69.6% | -29.6% |
| 1Y | +13.3% | +49.9% | -36.6% | +10.9% |
| All | +13.3% | +54.1% | -40.8% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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