+38.3%
KMB vs LH
+261.9%
-223.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | +0.9% | +1.1% | -0.1% | +0.7% |
| 30D | +10.1% | +16.7% | -6.7% | +5.9% |
| 3M | 0.0% | +15.1% | -15.1% | -3.4% |
| 6M | +15.7% | +46.3% | -30.6% | +5.4% |
| YTD | +12.6% | +48.8% | -36.1% | +2.1% |
| 1Y | +10.1% | +39.7% | -29.6% | +1.3% |
| 3Y | +2.1% | +87.0% | -84.9% | -13.1% |
| 5Y | -0.7% | +53.0% | -53.7% | -12.6% |
| All | +38.3% | +261.9% | -223.6% | -1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling