+13.6%
LNG vs HRB
+49.0%
-35.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | -4.5% | -12.2% | +7.7% | -4.8% |
| 30D | +4.7% | -3.0% | +7.6% | +5.0% |
| 3M | +15.1% | +21.7% | -6.6% | +17.5% |
| 6M | +13.6% | +52.3% | -38.8% | +24.1% |
| All | +13.6% | +49.0% | -35.5% | +24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling