+245.6%
LTH vs RBA
+51.9%
+193.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +6.4% | +3.2% | +3.2% | +5.2% |
| 30D | +16.7% | +12.0% | +4.7% | +11.8% |
| 3M | +11.7% | +2.9% | +8.8% | +10.1% |
| 6M | +48.5% | -6.3% | +54.8% | +50.1% |
| YTD | +78.4% | -5.9% | +84.3% | +78.3% |
| 1Y | +89.7% | -3.9% | +93.6% | +87.6% |
| 3Y | +245.6% | +64.9% | +180.7% | +149.0% |
| All | +245.6% | +51.9% | +193.8% | +149.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling