+109.1%
LEN vs RBA
+189.2%
-80.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -3.4% | -1.9% | -1.5% | -2.7% |
| 30D | -5.7% | -13.0% | +7.3% | -0.9% |
| 3M | -12.2% | -23.1% | +10.9% | -4.0% |
| 6M | -18.3% | -22.6% | +4.3% | -10.9% |
| YTD | -20.2% | -20.4% | +0.2% | -14.5% |
| 1Y | -40.1% | -29.6% | -10.5% | -32.8% |
| 3Y | -26.2% | +26.6% | -52.7% | -35.5% |
| 5Y | -9.8% | +38.2% | -48.0% | -26.9% |
| 10Y | +109.1% | +194.7% | -85.6% | +12.7% |
| All | +109.1% | +189.2% | -80.0% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling