+1,103.8%
LITE vs KEY
+107.3%
+996.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.7% | -15.9% | -16.6% |
| 7D | -44.6% | -2.5% | -42.1% | -43.5% |
| 30D | -55.0% | +4.1% | -59.1% | -56.4% |
| 3M | -38.3% | -8.4% | -30.0% | -34.5% |
| 6M | -48.8% | -2.3% | -46.5% | -48.6% |
| YTD | +38.3% | +4.6% | +33.7% | +30.5% |
| 1Y | +119.0% | +24.6% | +94.4% | +79.8% |
| All | +1,103.8% | +107.3% | +996.5% | +552.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling