-13.7%
KMB vs LSCC
+72.9%
-86.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.5% |
| 7D | -3.0% | +1.3% | -4.4% | -3.0% |
| 30D | -5.5% | -9.7% | +4.2% | -5.7% |
| 3M | +14.0% | -23.7% | +37.7% | +13.6% |
| 6M | +4.1% | +26.5% | -22.4% | +0.8% |
| YTD | +8.0% | +57.5% | -49.5% | +4.9% |
| 1Y | -13.7% | +75.7% | -89.4% | -16.8% |
| All | -13.7% | +72.9% | -86.6% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded LSCC 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling