+64.9%
LH vs RBA
+32.9%
+32.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -2.5% | -2.9% | +0.5% | -2.0% |
| 30D | +4.3% | -12.3% | +16.6% | +6.4% |
| 3M | +25.5% | -20.5% | +46.1% | +29.3% |
| 6M | +17.0% | -18.5% | +35.5% | +19.8% |
| YTD | +31.3% | -18.2% | +49.5% | +34.1% |
| 1Y | +20.0% | -27.5% | +47.5% | +25.1% |
| All | +64.9% | +32.9% | +32.0% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling