+548.8%
LNG vs KEY
+171.1%
+377.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.5% | -1.8% | -2.7% | -3.9% |
| 30D | +4.7% | -3.3% | +8.0% | +5.7% |
| 3M | +15.1% | -0.2% | +15.3% | +14.9% |
| 6M | +13.6% | +12.1% | +1.4% | +9.2% |
| YTD | +44.0% | +8.4% | +35.5% | +39.5% |
| 1Y | +18.4% | +17.6% | +0.7% | +11.5% |
| 3Y | +75.9% | +123.3% | -47.5% | +31.3% |
| 5Y | +231.7% | +39.5% | +192.2% | +171.7% |
| All | +548.8% | +171.1% | +377.8% | +302.5% |
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