+85.8%
LSCC vs HRB
+36.2%
+49.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.2% | +11.3% | +6.4% |
| 7D | +13.0% | +2.7% | +10.3% | +13.5% |
| 30D | -19.8% | +22.1% | -41.9% | -17.1% |
| 3M | -18.4% | +15.7% | -34.1% | -16.0% |
| 6M | -16.1% | +83.3% | -99.5% | -10.4% |
| YTD | +42.7% | +25.0% | +17.7% | +59.0% |
| 1Y | +68.0% | +6.9% | +61.1% | +92.0% |
| 3Y | +85.8% | +39.0% | +46.8% | +82.8% |
| All | +85.8% | +36.2% | +49.6% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling