+16.9%
KMB vs LII
+168.6%
-151.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.8% |
| 7D | -3.0% | -0.7% | -2.3% | -2.9% |
| 30D | -5.5% | -12.6% | +7.1% | -3.1% |
| 3M | +14.0% | -24.4% | +38.4% | +19.2% |
| 6M | +4.1% | -28.7% | +32.8% | +9.7% |
| YTD | +8.0% | -19.1% | +27.2% | +10.8% |
| 1Y | -13.7% | -29.7% | +16.0% | -9.3% |
| 3Y | -5.9% | +4.8% | -10.7% | -11.9% |
| 5Y | -8.6% | +24.6% | -33.2% | -19.7% |
| All | +16.9% | +168.6% | -151.7% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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