+19.9%
LII vs RBA
+47.6%
-27.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.4% |
| 7D | -1.2% | +2.5% | -3.7% | -2.0% |
| 30D | -2.0% | +11.6% | -13.5% | -5.6% |
| 3M | -20.2% | +1.5% | -21.7% | -20.9% |
| 6M | -32.5% | -6.6% | -25.9% | -31.4% |
| YTD | -27.4% | -6.3% | -21.1% | -26.8% |
| 1Y | -28.2% | -4.0% | -24.2% | -28.3% |
| 3Y | -7.2% | +47.3% | -54.5% | -20.6% |
| 5Y | +19.9% | +47.7% | -27.7% | +6.7% |
| All | +19.9% | +47.6% | -27.7% | +6.7% |
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