-8.6%
LII vs RBA
+42.3%
-50.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.5% |
| 7D | -0.6% | +4.3% | -4.9% | -2.0% |
| 30D | -4.6% | +16.3% | -20.9% | -9.6% |
| 3M | -21.2% | +1.3% | -22.5% | -21.8% |
| 6M | -36.4% | -11.1% | -25.4% | -34.2% |
| YTD | -28.9% | -8.5% | -20.5% | -27.9% |
| 1Y | -29.5% | -2.1% | -27.4% | -30.5% |
| 3Y | -8.6% | +44.6% | -53.1% | -19.0% |
| All | -8.6% | +42.3% | -50.9% | -19.0% |
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 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