+15.7%
LII vs RBA
+46.2%
-30.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.2% |
| 7D | -0.2% | -0.5% | +0.3% | 0.0% |
| 30D | -0.6% | +6.8% | -7.4% | -2.9% |
| 3M | -17.0% | +9.5% | -26.4% | -19.8% |
| 6M | -31.1% | -8.2% | -22.9% | -29.6% |
| YTD | -27.7% | -7.7% | -19.9% | -26.7% |
| 1Y | -26.2% | -6.9% | -19.3% | -25.4% |
| 3Y | -9.6% | +61.6% | -71.3% | -24.6% |
| 5Y | +15.7% | +44.7% | -29.1% | +2.9% |
| All | +15.7% | +46.2% | -30.6% | +2.9% |
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 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