+29.6%
KEY vs LII
-26.0%
+55.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +0.8% |
| 7D | +1.7% | +7.9% | -6.3% | +0.2% |
| 30D | +6.8% | -0.6% | +7.4% | +6.6% |
| 3M | -5.8% | -19.3% | +13.5% | -2.2% |
| 6M | +1.4% | -29.8% | +31.3% | +7.3% |
| YTD | +7.5% | -25.4% | +32.9% | +8.4% |
| 1Y | +29.6% | -26.2% | +55.8% | +31.1% |
| All | +29.6% | -26.0% | +55.6% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling