+351.3%
KMB vs LII
+3,124.4%
-2,773.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.8% |
| 7D | -3.0% | -0.7% | -2.3% | -3.0% |
| 30D | -5.5% | -12.6% | +7.1% | -3.6% |
| 3M | +14.0% | -24.4% | +38.4% | +18.1% |
| 6M | +4.1% | -28.7% | +32.8% | +8.5% |
| YTD | +8.0% | -19.1% | +27.2% | +10.4% |
| 1Y | -13.7% | -29.7% | +16.0% | -10.2% |
| 3Y | -5.9% | +4.8% | -10.7% | -9.2% |
| 5Y | -8.6% | +24.6% | -33.2% | -15.2% |
| 10Y | +17.3% | +169.2% | -151.9% | -3.9% |
| All | +351.3% | +3,124.4% | -2,773.1% | +171.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling