-10.9%
KMB vs LNT
+35.5%
-46.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.9% | -2.3% |
| 7D | -2.7% | +1.0% | -3.7% | -3.2% |
| 30D | -5.0% | -1.1% | -3.9% | -4.6% |
| 3M | +6.6% | -3.6% | +10.2% | +8.3% |
| 6M | +1.0% | -2.7% | +3.6% | +2.1% |
| YTD | +6.0% | +8.0% | -2.1% | +2.4% |
| 1Y | -16.6% | +10.5% | -27.1% | -20.2% |
| 3Y | -8.6% | +49.6% | -58.2% | -23.5% |
| 5Y | -10.9% | +32.2% | -43.1% | -23.4% |
| All | -10.9% | +35.5% | -46.3% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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