+1,782.5%
KMB vs LSCC
+10,808.2%
-9,025.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.7% |
| 7D | -3.0% | +1.3% | -4.4% | -3.1% |
| 30D | -5.5% | -9.7% | +4.2% | -5.0% |
| 3M | +14.0% | -23.7% | +37.7% | +15.1% |
| 6M | +4.1% | +26.5% | -22.4% | +2.0% |
| YTD | +8.0% | +57.5% | -49.5% | +4.5% |
| 1Y | -13.7% | +75.7% | -89.4% | -17.2% |
| 3Y | -5.9% | +19.5% | -25.4% | -9.4% |
| 5Y | -8.6% | +83.8% | -92.4% | -15.6% |
| 10Y | +17.3% | +1,772.4% | -1,755.1% | -8.7% |
| All | +1,782.5% | +10,808.2% | -9,025.7% | +862.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling