-44.5%
KHC vs LH
+281.0%
-325.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | -1.1% | +4.8% | -5.9% | -2.7% |
| 30D | +8.8% | +18.8% | -10.0% | +2.6% |
| 3M | -1.2% | +15.7% | -16.9% | -6.1% |
| 6M | +4.6% | +46.7% | -42.0% | -8.2% |
| YTD | +5.1% | +48.9% | -43.8% | -8.4% |
| 1Y | +6.2% | +43.5% | -37.2% | -6.3% |
| 3Y | -12.9% | +86.9% | -99.8% | -30.3% |
| 5Y | -16.8% | +60.4% | -77.2% | -31.3% |
| 10Y | -52.4% | +260.7% | -313.2% | -72.5% |
| All | -44.5% | +281.0% | -325.6% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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