+165.9%
LII vs HRB
+221.6%
-55.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.6% | +1.4% |
| 7D | +2.9% | -5.1% | +8.0% | +4.0% |
| 30D | +0.9% | +8.7% | -7.8% | -0.9% |
| 3M | -15.5% | -5.4% | -10.1% | -14.8% |
| 6M | -30.2% | +41.6% | -71.8% | -36.2% |
| YTD | -26.8% | +18.7% | -45.5% | -31.0% |
| 1Y | -25.3% | +16.4% | -41.7% | -29.2% |
| 3Y | -7.8% | +22.0% | -29.7% | -15.3% |
| 5Y | +17.0% | +141.2% | -124.3% | -11.3% |
| All | +165.9% | +221.6% | -55.7% | +80.1% |
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