+103.0%
LEN vs HRB
+209.1%
-106.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.0% |
| 7D | -4.8% | -8.0% | +3.3% | -2.5% |
| 30D | -6.6% | -16.0% | +9.4% | -2.0% |
| 3M | -15.7% | +26.9% | -42.5% | -22.3% |
| 6M | -16.6% | +51.1% | -67.8% | -28.5% |
| YTD | -21.3% | +7.1% | -28.4% | -25.0% |
| 1Y | -42.0% | -9.6% | -32.4% | -41.5% |
| 3Y | -27.9% | +25.4% | -53.3% | -36.9% |
| 5Y | -10.7% | +114.9% | -125.6% | -37.9% |
| All | +103.0% | +209.1% | -106.1% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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