+490.8%
LITE vs HRB
+145.8%
+345.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.2% | +9.9% | +5.0% |
| 7D | -35.9% | +2.7% | -38.6% | -35.6% |
| 30D | -51.5% | +22.1% | -73.6% | -50.0% |
| 3M | -35.7% | +15.7% | -51.4% | -34.1% |
| 6M | -43.0% | +83.3% | -126.3% | -39.1% |
| YTD | +46.1% | +25.0% | +21.1% | +60.2% |
| 1Y | +124.7% | +6.9% | +117.8% | +152.4% |
| 3Y | +1,172.1% | +39.0% | +1,133.0% | +1,217.7% |
| All | +490.8% | +145.8% | +345.0% | +450.7% |
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