+3.5%
KMB vs LSCC
+69.3%
-65.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.6% | +10.1% | +1.3% |
| 7D | +0.4% | -4.8% | +5.2% | +0.3% |
| 30D | +14.1% | -27.1% | +41.2% | +13.6% |
| 3M | -0.5% | -23.6% | +23.1% | -0.9% |
| 6M | +16.6% | -19.8% | +36.4% | +15.8% |
| YTD | +13.7% | +33.2% | -19.5% | +12.7% |
| 1Y | +16.1% | +55.2% | -39.2% | +15.1% |
| All | +3.5% | +69.3% | -65.8% | +2.9% |
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