+11,511.2%
LMT vs HRB
+3,134.5%
+8,376.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.5% | +8.5% | +3.3% |
| 7D | -1.5% | -9.1% | +7.5% | +0.1% |
| 30D | -8.2% | +0.3% | -8.5% | -8.6% |
| 3M | +3.7% | +23.4% | -19.7% | -0.8% |
| 6M | -19.2% | +45.1% | -64.3% | -25.6% |
| YTD | +12.9% | +8.9% | +4.0% | +9.2% |
| 1Y | +19.8% | -7.9% | +27.7% | +19.4% |
| 3Y | +37.3% | +27.9% | +9.3% | +26.7% |
| 5Y | +74.4% | +108.3% | -33.9% | +43.5% |
| 10Y | +188.9% | +208.4% | -19.5% | +109.0% |
| All | +11,511.2% | +3,134.5% | +8,376.8% | +4,552.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling