+548.8%
LNG vs RBA
+195.3%
+353.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -4.5% | -3.3% | -1.2% | -3.7% |
| 30D | +4.7% | -9.8% | +14.5% | +7.0% |
| 3M | +15.1% | -23.5% | +38.6% | +21.2% |
| 6M | +13.6% | -21.5% | +35.1% | +18.5% |
| YTD | +44.0% | -21.2% | +65.1% | +49.4% |
| 1Y | +18.4% | -30.2% | +48.6% | +26.5% |
| 3Y | +75.9% | +25.3% | +50.5% | +59.6% |
| 5Y | +231.7% | +35.1% | +196.6% | +186.2% |
| All | +548.8% | +195.3% | +353.6% | +298.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling