+901.5%
LITE vs KEY
+40.7%
+860.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | -1.5% | +2.2% | -3.7% | -2.6% |
| 30D | +6.7% | -3.0% | +9.7% | +8.3% |
| 3M | -6.8% | +3.3% | -10.1% | -8.2% |
| 6M | +29.4% | +9.2% | +20.2% | +24.1% |
| YTD | +139.1% | +10.6% | +128.4% | +127.2% |
| 1Y | +521.0% | +20.4% | +500.6% | +466.9% |
| 3Y | +1,535.3% | +121.8% | +1,413.4% | +1,106.1% |
| All | +901.5% | +40.7% | +860.8% | +741.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling