+750.3%
LEN vs RBA
+3,565.6%
-2,815.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.2% |
| 7D | -3.2% | -2.9% | -0.3% | -2.1% |
| 30D | -4.9% | -12.3% | +7.4% | -0.3% |
| 3M | -8.5% | -20.5% | +12.0% | -0.9% |
| 6M | -20.7% | -18.5% | -2.1% | -15.0% |
| YTD | -17.4% | -18.2% | +0.8% | -12.2% |
| 1Y | -38.2% | -27.5% | -10.7% | -31.4% |
| 3Y | -24.9% | +38.1% | -62.9% | -36.3% |
| 5Y | -11.4% | +44.8% | -56.2% | -28.9% |
| 10Y | +110.0% | +187.1% | -77.1% | +23.4% |
| All | +750.3% | +3,565.6% | -2,815.2% | +138.3% |
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