+802.4%
LNG vs KEY
+95.2%
+707.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +10.9% | +1.8% | +9.2% | +10.4% |
| 30D | +8.1% | +7.1% | +1.0% | +5.8% |
| 3M | +15.7% | -5.9% | +21.6% | +17.6% |
| 6M | +27.2% | +2.2% | +25.0% | +25.8% |
| YTD | +60.7% | +6.4% | +54.3% | +56.4% |
| 1Y | +46.3% | +24.8% | +21.5% | +35.3% |
| 3Y | +85.6% | +125.2% | -39.6% | +38.0% |
| 5Y | +211.6% | +13.0% | +198.6% | +176.5% |
| All | +802.4% | +95.2% | +707.1% | +458.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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