+1,402.3%
LITE vs KEY
+120.9%
+1,281.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.9% |
| 7D | -35.9% | -1.3% | -34.7% | -35.6% |
| 30D | -51.5% | +5.1% | -56.7% | -52.5% |
| 3M | -35.7% | -7.1% | -28.6% | -34.1% |
| 6M | -43.0% | -4.4% | -38.6% | -42.3% |
| YTD | +46.1% | +4.0% | +42.1% | +42.9% |
| 1Y | +124.7% | +23.4% | +101.3% | +105.7% |
| 3Y | +1,172.1% | +113.9% | +1,058.1% | +872.8% |
| 5Y | +477.0% | +12.3% | +464.7% | +421.3% |
| All | +1,402.3% | +120.9% | +1,281.4% | +1,129.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling