+550.0%
LNG vs HRB
+209.1%
+340.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -4.7% | -8.0% | +3.4% | -3.2% |
| 30D | +3.8% | -16.0% | +19.8% | +7.0% |
| 3M | +16.2% | +26.9% | -10.7% | +10.6% |
| 6M | +11.7% | +51.1% | -39.4% | +2.0% |
| YTD | +44.2% | +7.1% | +37.2% | +40.6% |
| 1Y | +18.6% | -9.6% | +28.2% | +19.5% |
| 3Y | +77.4% | +25.4% | +52.0% | +63.8% |
| 5Y | +232.3% | +114.9% | +117.4% | +167.9% |
| All | +550.0% | +209.1% | +340.8% | +369.5% |
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