+317.8%
LNG vs KEYS
+1,113.8%
-796.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -0.9% |
| 7D | -4.7% | +3.5% | -8.2% | -5.6% |
| 30D | +3.8% | -4.5% | +8.3% | +4.8% |
| 3M | +16.2% | -0.4% | +16.6% | +15.0% |
| 6M | +11.7% | +19.1% | -7.4% | +4.3% |
| YTD | +44.2% | +66.7% | -22.5% | +20.2% |
| 1Y | +18.6% | +96.5% | -77.9% | -6.7% |
| 3Y | +77.4% | +155.2% | -77.7% | +23.8% |
| 5Y | +232.3% | +88.0% | +144.3% | +149.8% |
| 10Y | +550.1% | +1,046.8% | -496.6% | +113.1% |
| All | +317.8% | +1,113.8% | -796.0% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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