+139.3%
LTH vs HRB
+114.8%
+24.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -0.2% |
| 7D | +1.5% | -9.1% | +10.6% | +3.8% |
| 30D | -3.1% | +0.3% | -3.3% | -3.7% |
| 3M | +28.1% | +23.4% | +4.7% | +20.5% |
| 6M | +67.4% | +45.1% | +22.3% | +48.5% |
| YTD | +59.8% | +8.9% | +50.9% | +57.1% |
| 1Y | +45.6% | -7.9% | +53.5% | +52.4% |
| 3Y | +162.0% | +27.9% | +134.1% | +132.2% |
| All | +139.3% | +114.8% | +24.5% | +58.8% |
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