+1,297.2%
LNT vs RBA
+3,565.6%
-2,268.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | -0.1% | -2.9% | +2.8% | +0.3% |
| 30D | -3.2% | -12.3% | +9.1% | -1.4% |
| 3M | -4.1% | -20.5% | +16.5% | -1.2% |
| 6M | -4.6% | -18.5% | +14.0% | -2.2% |
| YTD | +7.0% | -18.2% | +25.2% | +9.3% |
| 1Y | +8.3% | -27.5% | +35.8% | +12.5% |
| 3Y | +51.0% | +38.1% | +12.9% | +41.3% |
| 5Y | +30.2% | +44.8% | -14.6% | +19.4% |
| 10Y | +143.6% | +187.1% | -43.5% | +97.1% |
| All | +1,297.2% | +3,565.6% | -2,268.4% | +825.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling