+166.7%
LTH vs HRB
+37.6%
+129.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.8% |
| 7D | -0.6% | -5.7% | +5.0% | 0.0% |
| 30D | -4.6% | +7.9% | -12.5% | -5.7% |
| 3M | +32.8% | +32.1% | +0.7% | +27.9% |
| 6M | +64.6% | +62.2% | +2.4% | +52.3% |
| YTD | +62.6% | +16.4% | +46.2% | +67.5% |
| 1Y | +49.9% | -0.3% | +50.2% | +62.4% |
| All | +166.7% | +37.6% | +129.1% | +133.0% |
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 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