+1,258.4%
LNG vs KEY
+358.6%
+899.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +10.9% | +1.8% | +9.2% | +10.3% |
| 30D | +8.1% | +7.1% | +1.0% | +5.7% |
| 3M | +15.7% | -5.9% | +21.6% | +17.7% |
| 6M | +27.2% | +2.2% | +25.0% | +25.8% |
| YTD | +60.7% | +6.4% | +54.3% | +56.2% |
| 1Y | +46.3% | +24.8% | +21.5% | +34.9% |
| 3Y | +85.6% | +125.2% | -39.6% | +37.2% |
| 5Y | +211.6% | +13.0% | +198.6% | +169.6% |
| 10Y | +810.9% | +98.5% | +712.5% | +505.3% |
| All | +1,258.4% | +358.6% | +899.8% | +475.2% |
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