-9.1%
KMB vs LH
+32.1%
-41.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | -3.0% | -2.5% | -0.6% | -2.4% |
| 30D | -5.5% | +4.3% | -9.8% | -6.5% |
| 3M | +14.0% | +25.5% | -11.5% | +7.7% |
| 6M | +4.1% | +17.0% | -12.9% | -0.2% |
| YTD | +8.0% | +31.3% | -23.2% | +0.9% |
| 1Y | -13.7% | +20.0% | -33.7% | -17.9% |
| 3Y | -5.9% | +63.9% | -69.8% | -17.3% |
| All | -9.1% | +32.1% | -41.2% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling