-11.7%
LVS vs KEY
+106.2%
-117.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | +11.1% | -1.3% | +12.4% | +11.5% |
| 30D | +14.7% | +5.1% | +9.5% | +12.9% |
| 3M | -10.9% | -7.1% | -3.8% | -9.0% |
| 6M | -22.3% | -4.4% | -18.0% | -21.6% |
| YTD | -35.8% | +4.0% | -39.8% | -37.1% |
| 1Y | -33.5% | +23.4% | -56.9% | -38.3% |
| 3Y | -11.7% | +113.9% | -125.6% | -28.2% |
| All | -11.7% | +106.2% | -117.9% | -28.2% |
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