-5.6%
KMB vs LSCC
+20.0%
-25.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.6% |
| 7D | -3.0% | +1.3% | -4.4% | -3.0% |
| 30D | -5.5% | -9.7% | +4.2% | -5.6% |
| 3M | +14.0% | -23.7% | +37.7% | +13.8% |
| 6M | +4.1% | +26.5% | -22.4% | +3.4% |
| YTD | +8.0% | +57.5% | -49.5% | +7.4% |
| 1Y | -13.7% | +75.7% | -89.4% | -14.2% |
| All | -5.6% | +20.0% | -25.6% | -8.2% |
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 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