+258.5%
LH vs RBA
+204.3%
+54.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +18.7% | +6.8% | +11.9% | +16.6% |
| 3M | +15.3% | +9.5% | +5.9% | +12.4% |
| 6M | +45.4% | -8.2% | +53.6% | +47.1% |
| YTD | +49.5% | -7.7% | +57.2% | +50.3% |
| 1Y | +41.4% | -6.9% | +48.3% | +41.7% |
| 3Y | +87.6% | +61.6% | +26.0% | +58.6% |
| 5Y | +53.8% | +44.7% | +9.1% | +30.5% |
| All | +258.5% | +204.3% | +54.2% | +111.4% |
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