+222.4%
LNG vs KEY
+39.4%
+183.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.7% | -5.2% |
| 7D | -6.2% | +2.7% | -8.9% | -6.6% |
| 30D | +8.0% | -3.2% | +11.2% | +8.6% |
| 3M | +16.9% | +1.0% | +16.0% | +16.5% |
| 6M | +8.7% | +11.9% | -3.2% | +6.2% |
| YTD | +43.0% | +8.7% | +34.3% | +40.3% |
| 1Y | +19.4% | +18.5% | +1.0% | +15.1% |
| 3Y | +74.7% | +124.0% | -49.2% | +48.2% |
| 5Y | +222.4% | +40.8% | +181.6% | +162.7% |
| All | +222.4% | +39.4% | +183.0% | +162.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling