+167.7%
LTH vs HRB
+138.6%
+29.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.3% | -8.1% | +8.4% | +2.3% |
| 30D | +17.7% | +15.0% | +2.7% | +13.7% |
| 3M | +8.5% | +10.2% | -1.8% | +5.2% |
| 6M | +46.9% | +44.2% | +2.7% | +32.4% |
| YTD | +78.8% | +21.0% | +57.8% | +71.2% |
| 1Y | +84.9% | +12.0% | +72.9% | +82.1% |
| 3Y | +246.4% | +24.9% | +221.4% | +215.9% |
| 5Y | +129.6% | +144.6% | -15.0% | +49.4% |
| All | +167.7% | +138.6% | +29.1% | +73.1% |
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