+40.9%
LVS vs KEY
+29.6%
+11.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.2% |
| 7D | +11.1% | -1.3% | +12.4% | +11.7% |
| 30D | +14.7% | +5.1% | +9.5% | +12.0% |
| 3M | -10.9% | -7.1% | -3.8% | -8.1% |
| 6M | -22.3% | -4.4% | -18.0% | -21.3% |
| YTD | -35.8% | +4.0% | -39.8% | -37.6% |
| 1Y | -33.5% | +23.4% | -56.9% | -40.3% |
| 3Y | -11.7% | +113.9% | -125.6% | -41.1% |
| 5Y | +2.6% | +12.3% | -9.7% | -15.0% |
| 10Y | -11.9% | +125.5% | -137.3% | -52.8% |
| All | +40.9% | +29.6% | +11.4% | -29.9% |
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