+37.8%
KMB vs LH
+263.2%
-225.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +0.1% | +1.2% | -1.1% | -0.2% |
| 30D | +10.2% | +18.0% | -7.8% | +5.8% |
| 3M | +1.5% | +15.7% | -14.2% | -2.2% |
| 6M | +16.6% | +46.6% | -30.0% | +6.2% |
| YTD | +12.1% | +49.5% | -37.4% | +1.5% |
| 1Y | +11.1% | +40.2% | -29.1% | +2.0% |
| 3Y | +1.9% | +87.6% | -85.7% | -13.3% |
| 5Y | -1.3% | +59.3% | -60.5% | -14.0% |
| 10Y | +37.8% | +266.1% | -228.3% | -2.3% |
| All | +37.8% | +263.2% | -225.4% | -2.3% |
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