+17.9%
LMT vs HRB
+1.1%
+16.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -1.2% |
| 7D | -6.3% | -5.7% | -0.6% | -5.9% |
| 30D | -8.5% | +7.9% | -16.4% | -8.9% |
| 3M | +1.8% | +32.1% | -30.3% | -0.1% |
| 6M | -19.9% | +62.2% | -82.2% | -22.1% |
| YTD | +10.6% | +16.4% | -5.8% | +11.1% |
| 1Y | +17.9% | -0.3% | +18.2% | +18.3% |
| All | +17.9% | +1.1% | +16.9% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling