-12.6%
LEN vs HRB
+109.9%
-122.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -3.0% | -3.5% |
| 7D | -7.8% | -12.2% | +4.4% | -5.9% |
| 30D | -11.0% | -3.0% | -8.1% | -10.9% |
| 3M | -12.8% | +21.7% | -34.5% | -16.2% |
| 6M | -20.2% | +52.3% | -72.5% | -27.0% |
| YTD | -23.0% | +6.5% | -29.5% | -23.5% |
| 1Y | -41.8% | -6.7% | -35.1% | -40.3% |
| 3Y | -28.8% | +25.1% | -53.9% | -34.0% |
| 5Y | -12.6% | +113.8% | -126.4% | -28.4% |
| All | -12.6% | +109.9% | -122.5% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling