+77.2%
KEY vs LII
+2,790.7%
-2,713.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -1.5% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | +4.1% | -4.6% | +8.7% | +5.7% |
| 3M | -8.4% | -21.7% | +13.3% | +1.1% |
| 6M | -2.3% | -32.8% | +30.5% | +13.0% |
| YTD | +4.6% | -27.5% | +32.1% | +15.4% |
| 1Y | +24.6% | -28.0% | +52.5% | +37.7% |
| 3Y | +112.8% | -7.2% | +120.0% | +103.7% |
| 5Y | +12.9% | +22.6% | -9.7% | -6.2% |
| 10Y | +126.7% | +171.5% | -44.9% | +34.2% |
| All | +77.2% | +2,790.7% | -2,713.5% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling