-12.7%
KMB vs LHX
+17.8%
-30.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -7.7% | -4.8% | -2.9% | -7.0% |
| 30D | -8.2% | -12.7% | +4.5% | -6.4% |
| 3M | -1.9% | -17.6% | +15.7% | +0.6% |
| 6M | -0.7% | -30.7% | +30.1% | +4.3% |
| YTD | +1.4% | -14.3% | +15.7% | +3.3% |
| 1Y | -19.1% | -8.4% | -10.7% | -18.5% |
| 3Y | -12.6% | +56.7% | -69.3% | -18.7% |
| 5Y | -12.7% | +18.5% | -31.1% | -16.6% |
| All | -12.7% | +17.8% | -30.5% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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