+286.8%
RMBS vs LTH
+152.0%
+134.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.4% |
| 7D | +3.5% | -4.0% | +7.5% | +4.8% |
| 30D | -8.6% | -1.7% | -6.9% | -8.2% |
| 3M | -40.3% | +28.0% | -68.3% | -45.5% |
| 6M | -1.0% | +54.1% | -55.0% | -14.8% |
| YTD | -4.6% | +57.1% | -61.7% | -18.5% |
| 1Y | +17.6% | +45.8% | -28.2% | +2.6% |
| 3Y | +58.6% | +157.6% | -98.9% | +16.4% |
| All | +286.8% | +152.0% | +134.8% | +166.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling