+24.4%
LNG vs HRB
+1.1%
+23.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.4% |
| 7D | +3.4% | -5.7% | +9.1% | +3.4% |
| 30D | +14.9% | +7.9% | +7.0% | +15.1% |
| 3M | +21.4% | +32.1% | -10.7% | +22.2% |
| 6M | +17.8% | +62.2% | -44.4% | +20.8% |
| YTD | +51.3% | +16.4% | +34.9% | +51.2% |
| 1Y | +24.4% | -0.3% | +24.7% | +22.8% |
| All | +24.4% | +1.1% | +23.4% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling