+46.1%
LNG vs RBA
-5.8%
+51.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.2% |
| 7D | +11.3% | +1.7% | +9.6% | +11.4% |
| 30D | +10.6% | +8.3% | +2.3% | +11.0% |
| 3M | +16.1% | +10.5% | +5.6% | +16.5% |
| 6M | +29.6% | -5.9% | +35.4% | +27.5% |
| YTD | +60.3% | -6.9% | +67.2% | +61.1% |
| 1Y | +46.1% | -4.9% | +51.0% | +47.2% |
| All | +46.1% | -5.8% | +51.9% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling