+1,375.6%
LITE vs HRB
+257.9%
+1,117.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.2% | +9.9% | +6.0% |
| 7D | -35.9% | +2.7% | -38.6% | -36.1% |
| 30D | -51.5% | +22.1% | -73.6% | -52.5% |
| 3M | -35.7% | +15.7% | -51.4% | -36.9% |
| 6M | -43.0% | +83.3% | -126.3% | -48.1% |
| YTD | +46.1% | +25.0% | +21.1% | +41.2% |
| 1Y | +124.7% | +6.9% | +117.8% | +124.5% |
| 3Y | +1,172.1% | +39.0% | +1,133.0% | +1,063.8% |
| 5Y | +477.0% | +146.4% | +330.6% | +346.2% |
| All | +1,375.6% | +257.9% | +1,117.7% | +958.4% |
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 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