+2,898.2%
LITE vs KEY
+114.4%
+2,783.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.7% | -15.9% | -17.6% |
| 7D | -44.6% | -2.5% | -42.1% | -44.0% |
| 30D | -55.0% | +4.1% | -59.1% | -55.8% |
| 3M | -38.3% | -8.4% | -30.0% | -36.4% |
| 6M | -48.8% | -2.3% | -46.5% | -48.6% |
| YTD | +38.3% | +4.6% | +33.7% | +35.1% |
| 1Y | +119.0% | +24.6% | +94.4% | +100.1% |
| 3Y | +1,092.0% | +112.8% | +979.2% | +817.3% |
| 5Y | +446.1% | +12.9% | +433.1% | +393.2% |
| 10Y | +1,381.7% | +126.7% | +1,255.0% | +883.8% |
| All | +2,898.2% | +114.4% | +2,783.9% | +1,590.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling