+837.8%
LEN vs RBA
+4,102.2%
-3,264.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +2.3% |
| 7D | +0.6% | +2.5% | -1.9% | -0.3% |
| 30D | +19.4% | +11.6% | +7.8% | +14.6% |
| 3M | +4.5% | +1.5% | +3.0% | +3.6% |
| 6M | +4.9% | -6.6% | +11.5% | +6.7% |
| YTD | -8.9% | -6.3% | -2.7% | -8.1% |
| 1Y | -23.0% | -4.0% | -19.0% | -23.0% |
| 3Y | -16.7% | +47.3% | -64.0% | -31.0% |
| 5Y | -4.5% | +47.7% | -52.1% | -23.5% |
| 10Y | +162.2% | +224.7% | -62.6% | +47.1% |
| All | +837.8% | +4,102.2% | -3,264.4% | +149.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling