+27.2%
LNG vs RBA
-9.1%
+36.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.5% |
| 7D | +10.9% | -0.5% | +11.5% | +10.9% |
| 30D | +8.1% | +6.8% | +1.3% | +8.2% |
| 3M | +15.7% | +9.5% | +6.2% | +15.5% |
| 6M | +27.2% | -8.2% | +35.4% | +20.9% |
| All | +27.2% | -9.1% | +36.4% | +20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling