+164.2%
LTH vs RBA
+64.7%
+99.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.3% |
| 7D | +7.0% | +2.5% | +4.5% | +6.1% |
| 30D | +15.4% | +11.6% | +3.9% | +11.0% |
| 3M | +7.0% | +1.5% | +5.5% | +6.0% |
| 6M | +46.9% | -6.6% | +53.5% | +48.6% |
| YTD | +76.4% | -6.3% | +82.7% | +77.2% |
| 1Y | +83.7% | -4.0% | +87.7% | +82.9% |
| 3Y | +248.9% | +47.3% | +201.6% | +196.0% |
| 5Y | +141.8% | +47.7% | +94.2% | +103.0% |
| All | +164.2% | +64.7% | +99.5% | +121.8% |
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 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