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Let \\(\\Gamma\\) be an abelian group. A Lie algebra \\(L\\) is said to be \\(\\Gamma\\)-subgraded if it can be written as a sum of subspaces indexed by the elements of \\(\\Gamma\\), \\(L=\\sum_{\\gamma\\in\\Gamma}L_\\gamma\\), which satisfy the condition \\([L_\\gamma, L_\\delta]\\subseteq L_{\\gamma+\\delta}\\). If the index group \\(\\Gamma\\) is finite, we say that \\(L\\) is finitely subgraded. The authors show that finitely subgraded Lie algebras of compact operators have invariant subspaces when conditions of quasinilpotence are imposed on certain components of the subgrading. As an application, they prove a number of results on the existence of invariant subspaces for algebraic structures of compact operators, in particular for Jordan algebras and Lie triple systems of Volterra operators. 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