+143.5%
LTH vs RBA
+43.7%
+99.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -0.6% | -2.9% | +2.3% | +0.4% |
| 30D | -4.6% | -12.3% | +7.7% | -0.3% |
| 3M | +32.8% | -20.5% | +53.3% | +42.5% |
| 6M | +64.6% | -18.5% | +83.2% | +74.8% |
| YTD | +62.6% | -18.2% | +80.9% | +71.7% |
| 1Y | +49.9% | -27.5% | +77.5% | +65.1% |
| 3Y | +151.3% | +38.1% | +113.3% | +119.0% |
| All | +143.5% | +43.7% | +99.9% | +114.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling