+31.3%
RMBS vs LTH
+241.8%
-210.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -4.0% |
| 7D | +10.3% | -1.3% | +11.6% | +10.7% |
| 30D | -10.7% | +15.7% | -26.4% | -15.9% |
| 3M | -17.2% | +5.0% | -22.2% | -19.4% |
| 6M | -39.0% | +37.7% | -76.7% | -47.6% |
| YTD | -10.5% | +75.0% | -85.5% | -30.7% |
| 1Y | -11.0% | +82.6% | -93.6% | -32.3% |
| 3Y | +31.3% | +241.3% | -210.0% | -14.4% |
| All | +31.3% | +241.8% | -210.5% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling