+1,763.3%
LSCC vs HRB
+240.7%
+1,522.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.0% | +6.0% | +2.6% |
| 7D | +1.3% | -5.7% | +7.0% | +2.2% |
| 30D | -9.7% | +7.9% | -17.6% | -11.1% |
| 3M | -23.7% | +32.1% | -55.8% | -28.2% |
| 6M | +26.5% | +62.2% | -35.8% | +12.9% |
| YTD | +57.5% | +16.4% | +41.1% | +51.0% |
| 1Y | +75.7% | -0.3% | +76.0% | +74.3% |
| 3Y | +19.5% | +36.0% | -16.6% | +7.4% |
| 5Y | +83.8% | +125.2% | -41.4% | +45.7% |
| All | +1,763.3% | +240.7% | +1,522.7% | +1,216.1% |
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