+137.8%
LTH vs RBA
+45.7%
+92.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +1.8% |
| 7D | -1.3% | +1.7% | -3.0% | -1.8% |
| 30D | +15.7% | +8.3% | +7.3% | +12.4% |
| 3M | +5.0% | +10.5% | -5.6% | +1.1% |
| 6M | +37.7% | -5.9% | +43.5% | +38.9% |
| YTD | +75.0% | -6.9% | +81.9% | +76.3% |
| 1Y | +82.6% | -4.9% | +87.5% | +82.4% |
| 3Y | +241.3% | +64.5% | +176.8% | +180.4% |
| All | +137.8% | +45.7% | +92.1% | +115.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling