+2.1%
KMB vs LSCC
+99.6%
-97.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.5% | +7.6% | +1.9% |
| 7D | +0.9% | +7.0% | -6.1% | +1.1% |
| 30D | +10.1% | -2.3% | +12.4% | +10.3% |
| 3M | 0.0% | -12.5% | +12.6% | +0.1% |
| 6M | +15.7% | -10.6% | +26.3% | +15.4% |
| YTD | +12.6% | +52.7% | -40.0% | +12.1% |
| 1Y | +10.1% | +74.0% | -63.8% | +9.7% |
| 3Y | +2.1% | +104.8% | -102.6% | +2.5% |
| All | +2.1% | +99.6% | -97.5% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling