-16.6%
KMB vs LH
+17.9%
-34.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -2.7% | -0.8% | -1.9% | -2.4% |
| 30D | -5.0% | +2.0% | -7.0% | -5.7% |
| 3M | +6.6% | +24.3% | -17.7% | -1.5% |
| 6M | +1.0% | +21.1% | -20.1% | -6.1% |
| YTD | +6.0% | +30.4% | -24.5% | -2.8% |
| 1Y | -16.6% | +18.4% | -35.0% | -22.3% |
| All | -16.6% | +17.9% | -34.5% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling