+113.9%
KEY vs LII
-8.7%
+122.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.1% |
| 7D | -1.3% | -0.6% | -0.7% | -1.1% |
| 30D | +5.1% | -4.6% | +9.7% | +6.3% |
| 3M | -7.1% | -21.2% | +14.1% | -0.6% |
| 6M | -4.4% | -36.4% | +32.1% | +8.0% |
| YTD | +4.0% | -28.9% | +32.9% | +11.4% |
| 1Y | +23.4% | -29.5% | +52.9% | +32.5% |
| 3Y | +113.9% | -8.6% | +122.5% | +75.6% |
| All | +113.9% | -8.7% | +122.6% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling