+18.8%
LII vs RBA
+45.7%
-26.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | +2.9% | +1.7% | +1.2% | +2.3% |
| 30D | +0.9% | +8.3% | -7.4% | -1.9% |
| 3M | -15.5% | +10.5% | -26.1% | -18.6% |
| 6M | -30.2% | -5.9% | -24.3% | -29.2% |
| YTD | -26.8% | -6.9% | -20.0% | -26.1% |
| 1Y | -25.3% | -4.9% | -20.4% | -25.1% |
| 3Y | -7.8% | +64.5% | -72.2% | -23.5% |
| All | +18.8% | +45.7% | -26.9% | +7.0% |
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 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