+47.2%
LH vs RBA
-2.0%
+49.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.1% | +1.8% | +3.7% |
| 7D | +2.1% | +12.7% | -10.6% | +0.5% |
| 30D | +19.2% | +15.5% | +3.6% | +16.9% |
| 3M | +18.0% | -14.0% | +32.0% | +19.9% |
| 6M | +46.1% | -8.8% | +54.9% | +46.0% |
| YTD | +47.7% | -6.9% | +54.6% | +44.0% |
| 1Y | +47.2% | -3.0% | +50.2% | +40.9% |
| All | +47.2% | -2.0% | +49.2% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling