+133.7%
LTH vs HRB
+110.0%
+23.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.5% |
| 7D | -3.7% | -12.2% | +8.4% | -0.8% |
| 30D | -5.3% | -3.0% | -2.4% | -5.2% |
| 3M | +24.2% | +21.7% | +2.5% | +17.2% |
| 6M | +54.8% | +52.3% | +2.5% | +34.8% |
| YTD | +56.1% | +6.5% | +49.6% | +54.3% |
| 1Y | +45.5% | -6.7% | +52.2% | +51.0% |
| 3Y | +155.9% | +25.1% | +130.8% | +128.0% |
| All | +133.7% | +110.0% | +23.6% | +56.0% |
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