+167.2%
LII vs HRB
+213.0%
-45.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | 0.0% |
| 7D | +2.1% | -9.1% | +11.2% | +4.1% |
| 30D | -12.4% | +0.3% | -12.7% | -12.9% |
| 3M | -24.8% | +23.4% | -48.2% | -29.0% |
| 6M | -25.2% | +45.1% | -70.3% | -32.7% |
| YTD | -20.3% | +8.9% | -29.1% | -23.3% |
| 1Y | -32.9% | -7.9% | -25.0% | -32.7% |
| 3Y | +2.0% | +27.9% | -25.9% | -7.9% |
| 5Y | +24.4% | +108.3% | -83.9% | -2.4% |
| 10Y | +167.2% | +208.4% | -41.2% | +80.1% |
| All | +167.2% | +213.0% | -45.7% | +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