+60.4%
LH vs RBA
+37.7%
+22.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | +1.4% | +4.3% | -2.8% | +0.8% |
| 30D | +17.5% | +16.3% | +1.2% | +14.7% |
| 3M | +16.1% | +1.3% | +14.7% | +15.6% |
| 6M | +43.4% | -11.1% | +54.4% | +45.1% |
| YTD | +47.2% | -8.5% | +55.7% | +47.9% |
| 1Y | +50.1% | -2.1% | +52.3% | +49.1% |
| 3Y | +81.2% | +44.6% | +36.6% | +68.9% |
| All | +60.4% | +37.7% | +22.7% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling