-1.0%
KMB vs LTH
+186.8%
-187.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +10.2% | +17.7% | -7.5% | +8.8% |
| 3M | +1.5% | +8.5% | -7.0% | +0.7% |
| 6M | +16.6% | +46.9% | -30.3% | +13.3% |
| YTD | +12.1% | +78.8% | -66.7% | +7.0% |
| 1Y | +11.1% | +84.9% | -73.8% | +5.8% |
| 3Y | +1.9% | +246.4% | -244.4% | -8.6% |
| 5Y | -1.3% | +129.6% | -130.8% | -14.4% |
| All | -1.0% | +186.8% | -187.8% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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