+35.1%
LSCC vs HRB
+140.6%
-105.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.0% | -5.4% |
| 7D | +7.0% | -5.1% | +12.1% | +7.2% |
| 30D | -2.3% | +8.7% | -11.0% | -3.0% |
| 3M | -12.5% | -5.4% | -7.1% | -12.2% |
| 6M | -10.6% | +41.6% | -52.2% | -15.0% |
| YTD | +52.7% | +18.7% | +34.0% | +52.9% |
| 1Y | +74.0% | +16.4% | +57.5% | +75.1% |
| 3Y | +104.8% | +22.0% | +82.8% | +92.5% |
| All | +35.1% | +140.6% | -105.5% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling