+1,417.0%
LNT vs RBA
+4,118.8%
-2,701.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.6% | +3.2% | -1.7% | +1.1% |
| 30D | +12.1% | +12.0% | +0.1% | +10.2% |
| 3M | +8.2% | +2.9% | +5.3% | +7.6% |
| 6M | +3.6% | -6.3% | +9.9% | +4.1% |
| YTD | +16.2% | -5.9% | +22.1% | +16.2% |
| 1Y | +12.8% | -3.9% | +16.7% | +12.4% |
| 3Y | +66.5% | +64.9% | +1.6% | +52.0% |
| 5Y | +53.8% | +48.5% | +5.3% | +40.7% |
| 10Y | +182.5% | +211.8% | -29.3% | +125.8% |
| All | +1,417.0% | +4,118.8% | -2,701.9% | +883.5% |
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 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