+39.0%
LVS vs KEY
+33.1%
+6.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.0% | -2.6% |
| 7D | +5.2% | -0.4% | +5.6% | +5.3% |
| 30D | +12.0% | +7.2% | +4.8% | +8.4% |
| 3M | -11.5% | -4.9% | -6.6% | -9.7% |
| 6M | -23.2% | +1.1% | -24.3% | -24.2% |
| YTD | -36.7% | +6.8% | -43.5% | -39.2% |
| 1Y | -36.8% | +23.3% | -60.1% | -43.3% |
| 3Y | -10.5% | +126.1% | -136.6% | -41.8% |
| 5Y | +5.1% | +15.2% | -10.1% | -14.0% |
| 10Y | -14.0% | +113.6% | -127.6% | -52.7% |
| All | +39.0% | +33.1% | +6.0% | -31.7% |
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