+81.0%
LTH vs RBA
-2.0%
+83.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.1% | +4.3% | +5.8% |
| 7D | +9.9% | +12.7% | -2.8% | +6.6% |
| 30D | +18.3% | +15.5% | +2.8% | +13.9% |
| 3M | +5.9% | -14.0% | +20.0% | +10.4% |
| 6M | +80.3% | -8.8% | +89.1% | +83.5% |
| YTD | +78.3% | -6.9% | +85.2% | +73.5% |
| 1Y | +81.0% | -3.0% | +84.0% | +71.2% |
| All | +81.0% | -2.0% | +83.0% | +71.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling