+1,108.4%
LNG vs HRB
+1,078.5%
+29.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | -6.7% | -10.6% | +3.9% | -3.6% |
| 30D | +3.9% | -0.8% | +4.7% | +3.5% |
| 3M | +15.5% | +19.1% | -3.5% | +8.4% |
| 6M | +10.5% | +48.7% | -38.2% | -4.8% |
| YTD | +43.0% | +7.1% | +35.9% | +35.4% |
| 1Y | +18.9% | -8.3% | +27.2% | +17.7% |
| 3Y | +74.7% | +25.8% | +48.8% | +52.2% |
| 5Y | +231.2% | +111.1% | +120.1% | +136.6% |
| 10Y | +544.5% | +206.6% | +337.9% | +261.9% |
| All | +1,108.4% | +1,078.5% | +29.9% | +401.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling