-29.5%
LII vs RBA
-3.3%
-26.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.6% |
| 7D | -0.6% | +4.3% | -4.9% | -1.8% |
| 30D | -4.6% | +16.3% | -20.9% | -8.6% |
| 3M | -21.2% | +1.3% | -22.5% | -21.6% |
| 6M | -36.4% | -11.1% | -25.4% | -34.3% |
| YTD | -28.9% | -8.5% | -20.5% | -30.3% |
| 1Y | -29.5% | -2.1% | -27.4% | -32.9% |
| All | -29.5% | -3.3% | -26.2% | -32.9% |
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