+13.7%
RMBS vs LTH
+45.9%
-32.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.6% |
| 7D | +3.5% | -4.0% | +7.5% | +5.2% |
| 30D | -8.6% | -1.7% | -6.9% | -8.2% |
| 3M | -40.3% | +28.0% | -68.3% | -49.1% |
| 6M | -1.0% | +54.1% | -55.0% | -23.9% |
| YTD | -4.6% | +57.1% | -61.7% | -27.1% |
| All | +13.7% | +45.9% | -32.3% | +13.3% |
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