+1,405.2%
LNT vs RBA
+4,003.4%
-2,598.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | +1.4% | +4.3% | -2.8% | +0.8% |
| 30D | +12.3% | +16.3% | -4.0% | +9.8% |
| 3M | +5.3% | +1.3% | +4.0% | +4.9% |
| 6M | +2.0% | -11.1% | +13.1% | +3.3% |
| YTD | +15.3% | -8.5% | +23.7% | +15.8% |
| 1Y | +12.3% | -2.1% | +14.4% | +11.6% |
| 3Y | +59.1% | +44.6% | +14.5% | +47.9% |
| 5Y | +51.7% | +36.8% | +14.9% | +40.4% |
| 10Y | +170.1% | +227.3% | -57.2% | +114.4% |
| All | +1,405.2% | +4,003.4% | -2,598.3% | +879.8% |
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