+141.8%
LTH vs HRB
+142.1%
-0.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | +0.3% |
| 7D | +7.0% | -2.4% | +9.4% | +7.7% |
| 30D | +15.4% | +15.7% | -0.3% | +11.3% |
| 3M | +7.0% | +11.4% | -4.3% | +3.5% |
| 6M | +46.9% | +40.7% | +6.1% | +32.9% |
| YTD | +76.4% | +21.0% | +55.5% | +68.9% |
| 1Y | +83.7% | +7.2% | +76.5% | +84.2% |
| 3Y | +248.9% | +29.2% | +219.7% | +212.0% |
| 5Y | +141.8% | +142.3% | -0.5% | +52.3% |
| All | +141.8% | +142.1% | -0.3% | +52.3% |
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