-26.2%
LII vs RBA
-2.0%
-24.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +3.0% |
| 7D | +7.9% | +12.7% | -4.7% | +4.3% |
| 30D | -0.6% | +15.5% | -16.1% | -4.7% |
| 3M | -19.3% | -14.0% | -5.3% | -16.1% |
| 6M | -29.8% | -8.8% | -21.0% | -28.0% |
| YTD | -25.4% | -6.9% | -18.5% | -27.0% |
| 1Y | -26.2% | -3.0% | -23.2% | -29.0% |
| All | -26.2% | -2.0% | -24.2% | -29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling