+57.3%
RMBS vs LTH
+159.1%
-101.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.4% | +2.4% |
| 7D | +3.0% | +1.5% | +1.4% | +2.3% |
| 30D | -14.4% | -3.1% | -11.4% | -13.5% |
| 3M | -42.8% | +28.1% | -71.0% | -49.1% |
| 6M | -1.4% | +67.4% | -68.8% | -21.4% |
| YTD | -5.4% | +59.8% | -65.2% | -23.2% |
| 1Y | +18.6% | +45.6% | -27.0% | -0.3% |
| 3Y | +57.3% | +162.0% | -104.7% | +16.3% |
| All | +57.3% | +159.1% | -101.9% | +16.3% |
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 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