+191.9%
LH vs RBA
+189.2%
+2.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -3.2% | -1.9% | -1.3% | -2.7% |
| 30D | +0.1% | -13.0% | +13.1% | +3.7% |
| 3M | +18.6% | -23.1% | +41.7% | +26.0% |
| 6M | +17.9% | -22.6% | +40.5% | +24.8% |
| YTD | +28.9% | -20.4% | +49.3% | +34.9% |
| 1Y | +16.6% | -29.6% | +46.2% | +26.0% |
| 3Y | +63.6% | +26.6% | +37.0% | +47.4% |
| 5Y | +30.0% | +38.2% | -8.2% | +10.0% |
| 10Y | +191.9% | +194.7% | -2.8% | +73.0% |
| All | +191.9% | +189.2% | +2.7% | +73.0% |
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