+275.0%
LH vs RBA
+236.6%
+38.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.8% |
| 7D | +4.6% | +2.5% | +2.1% | +3.9% |
| 30D | +19.1% | +11.6% | +7.6% | +15.6% |
| 3M | +16.7% | +1.5% | +15.2% | +15.9% |
| 6M | +47.0% | -6.6% | +53.7% | +48.2% |
| YTD | +49.3% | -6.3% | +55.6% | +49.5% |
| 1Y | +48.6% | -4.0% | +52.6% | +47.7% |
| 3Y | +87.8% | +47.3% | +40.6% | +62.8% |
| 5Y | +65.0% | +47.7% | +17.4% | +39.2% |
| 10Y | +275.0% | +224.7% | +50.3% | +118.4% |
| All | +275.0% | +236.6% | +38.4% | +118.4% |
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