+75.9%
LNG vs RBA
+26.3%
+49.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | -6.7% | -1.9% | -4.8% | -6.6% |
| 30D | +3.9% | -13.0% | +16.8% | +5.1% |
| 3M | +15.5% | -23.1% | +38.6% | +17.8% |
| 6M | +10.5% | -22.6% | +33.1% | +12.6% |
| YTD | +43.0% | -20.4% | +63.4% | +44.3% |
| 1Y | +18.9% | -29.6% | +48.5% | +23.0% |
| All | +75.9% | +26.3% | +49.6% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling