-17.4%
RMBS vs LTH
+84.0%
-101.4%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.3% | -12.3% | -7.8% |
| 7D | -8.9% | +9.9% | -18.8% | -11.7% |
| 30D | -24.8% | +18.3% | -43.1% | -28.9% |
| 3M | -17.6% | +5.9% | -23.5% | -19.0% |
| 6M | -25.7% | +80.3% | -106.0% | -44.7% |
| YTD | -9.8% | +78.3% | -88.1% | -31.3% |
| 1Y | -17.4% | +81.0% | -98.4% | -37.1% |
| All | -17.4% | +84.0% | -101.4% | -37.1% |
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