+1,746.1%
KMB vs LHX
+8,088.8%
-6,342.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.7% | -1.9% |
| 7D | -2.7% | -2.5% | -0.2% | -2.3% |
| 30D | -5.0% | -10.4% | +5.3% | -3.5% |
| 3M | +6.6% | -14.9% | +21.5% | +9.0% |
| 6M | +1.0% | -29.6% | +30.6% | +6.2% |
| YTD | +6.0% | -11.8% | +17.8% | +7.5% |
| 1Y | -16.6% | -5.1% | -11.6% | -16.5% |
| 3Y | -8.6% | +61.3% | -69.9% | -16.0% |
| 5Y | -10.9% | +22.4% | -33.2% | -15.3% |
| 10Y | +16.8% | +232.2% | -215.4% | -5.2% |
| All | +1,746.1% | +8,088.8% | -6,342.7% | +816.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling