+1,178.8%
LNG vs KEY
+376.9%
+801.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +3.4% | +2.2% | +1.2% | +2.7% |
| 30D | +14.9% | -3.0% | +17.9% | +15.9% |
| 3M | +21.4% | +3.3% | +18.1% | +19.8% |
| 6M | +17.8% | +9.2% | +8.6% | +13.9% |
| YTD | +51.3% | +10.6% | +40.6% | +45.4% |
| 1Y | +24.4% | +20.4% | +4.0% | +16.0% |
| 3Y | +79.7% | +121.8% | -42.2% | +33.1% |
| 5Y | +241.3% | +41.1% | +200.2% | +174.4% |
| 10Y | +603.1% | +168.5% | +434.6% | +322.9% |
| All | +1,178.8% | +376.9% | +801.9% | +435.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling