+144.2%
LNT vs HRB
+209.1%
-65.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -1.0% | -8.0% | +7.0% | +0.2% |
| 30D | -4.2% | -16.0% | +11.7% | -1.7% |
| 3M | -6.7% | +26.9% | -33.5% | -10.7% |
| 6M | -3.6% | +51.1% | -54.7% | -11.2% |
| YTD | +5.9% | +7.1% | -1.2% | +3.4% |
| 1Y | +7.3% | -9.6% | +16.9% | +8.0% |
| 3Y | +46.5% | +25.4% | +21.1% | +36.5% |
| 5Y | +32.5% | +114.9% | -82.4% | +9.4% |
| All | +144.2% | +209.1% | -65.0% | +79.6% |
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