+36.0%
KMB vs LSCC
+1,244.7%
-1,208.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.1% | -9.0% | -1.9% |
| 7D | +0.5% | +13.0% | -12.5% | +0.2% |
| 30D | +12.4% | -19.8% | +32.2% | +12.8% |
| 3M | +1.0% | -18.4% | +19.4% | +1.3% |
| 6M | +12.1% | -16.1% | +28.3% | +12.0% |
| YTD | +11.6% | +42.7% | -31.1% | +9.5% |
| 1Y | +13.1% | +68.0% | -54.9% | +10.4% |
| 3Y | +1.6% | +85.8% | -84.3% | -2.3% |
| 5Y | -0.3% | +28.0% | -28.4% | -4.0% |
| All | +36.0% | +1,244.7% | -1,208.7% | +10.2% |
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