+206.8%
LNG vs RBA
+47.4%
+159.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +3.8% |
| 7D | +4.5% | +0.6% | +3.9% | +4.4% |
| 30D | +8.0% | +9.0% | -0.9% | +6.9% |
| 3M | +15.0% | +7.2% | +7.8% | +13.8% |
| 6M | +27.1% | -7.8% | +34.8% | +27.4% |
| YTD | +58.1% | -6.4% | +64.5% | +57.5% |
| 1Y | +45.0% | -4.2% | +49.2% | +43.8% |
| 3Y | +82.6% | +64.1% | +18.6% | +68.4% |
| 5Y | +206.8% | +48.4% | +158.4% | +207.5% |
| All | +206.8% | +47.4% | +159.5% | +207.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling