+38.7%
KMB vs LSCC
+1,398.6%
-1,359.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.4% | -5.2% | +3.1% |
| 7D | +3.4% | +19.3% | -15.9% | +3.1% |
| 30D | +14.7% | -9.6% | +24.3% | +14.9% |
| 3M | +3.3% | -12.4% | +15.7% | +3.5% |
| 6M | +16.8% | -10.5% | +27.3% | +16.6% |
| YTD | +15.2% | +54.8% | -39.6% | +12.9% |
| 1Y | +13.3% | +79.4% | -66.1% | +10.5% |
| 3Y | +5.4% | +109.6% | -104.2% | +1.1% |
| 5Y | +2.7% | +40.4% | -37.6% | -1.2% |
| 10Y | +38.7% | +1,379.1% | -1,340.4% | +12.3% |
| All | +38.7% | +1,398.6% | -1,359.9% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling