+2,848.5%
LII vs RBA
+2,167.8%
+680.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | +0.2% | +7.3% | -7.1% | -1.9% |
| 30D | -4.6% | +16.9% | -21.5% | -9.0% |
| 3M | -21.7% | -0.5% | -21.2% | -21.8% |
| 6M | -32.8% | -10.4% | -22.4% | -31.0% |
| YTD | -27.5% | -7.2% | -20.3% | -26.7% |
| 1Y | -28.0% | -2.2% | -25.7% | -28.4% |
| 3Y | -7.2% | +43.7% | -50.9% | -18.4% |
| 5Y | +22.6% | +38.7% | -16.1% | +6.8% |
| 10Y | +171.5% | +231.7% | -60.2% | +76.1% |
| All | +2,848.5% | +2,167.8% | +680.7% | +953.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling