+562.5%
LITE vs HRB
+140.6%
+421.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.7% |
| 7D | +10.8% | -5.1% | +15.9% | +9.9% |
| 30D | -33.4% | +8.7% | -42.1% | -32.4% |
| 3M | -32.2% | -5.4% | -26.8% | -32.0% |
| 6M | -42.1% | +41.6% | -83.7% | -39.2% |
| YTD | +61.9% | +18.7% | +43.2% | +76.0% |
| 1Y | +163.0% | +16.4% | +146.5% | +186.6% |
| 3Y | +1,358.0% | +22.0% | +1,336.0% | +1,422.3% |
| All | +562.5% | +140.6% | +421.8% | +515.2% |
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