+802.4%
LNG vs RBA
+204.3%
+598.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.0% |
| 7D | +10.9% | -0.5% | +11.5% | +11.1% |
| 30D | +8.1% | +6.8% | +1.3% | +6.3% |
| 3M | +15.7% | +9.5% | +6.2% | +13.0% |
| 6M | +27.2% | -8.2% | +35.4% | +28.2% |
| YTD | +60.7% | -7.7% | +68.4% | +60.6% |
| 1Y | +46.3% | -6.9% | +53.2% | +45.7% |
| 3Y | +85.6% | +61.6% | +24.0% | +58.4% |
| 5Y | +211.6% | +44.7% | +166.9% | +167.2% |
| All | +802.4% | +204.3% | +598.1% | +455.3% |
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