+156.6%
LTH vs RBA
+62.1%
+94.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.7% |
| 7D | -4.6% | -0.5% | -4.1% | -4.4% |
| 30D | +14.8% | +6.8% | +8.0% | +12.1% |
| 3M | +3.9% | +9.5% | -5.5% | +0.4% |
| 6M | +35.5% | -8.2% | +43.7% | +38.0% |
| YTD | +71.3% | -7.7% | +79.1% | +73.1% |
| 1Y | +75.7% | -6.9% | +82.6% | +76.9% |
| 3Y | +231.9% | +61.6% | +170.3% | +174.5% |
| 5Y | +130.5% | +44.7% | +85.8% | +94.8% |
| All | +156.6% | +62.1% | +94.5% | +116.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling