+1.8%
KMB vs LTH
+183.0%
-181.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.3% |
| 7D | +3.4% | +7.0% | -3.6% | +2.8% |
| 30D | +14.7% | +15.4% | -0.7% | +13.4% |
| 3M | +3.3% | +7.0% | -3.8% | +2.6% |
| 6M | +16.8% | +46.9% | -30.0% | +13.4% |
| YTD | +15.2% | +76.4% | -61.2% | +10.2% |
| 1Y | +13.3% | +83.7% | -70.4% | +8.0% |
| 3Y | +5.4% | +248.9% | -243.4% | -5.5% |
| 5Y | +2.7% | +141.8% | -139.1% | -10.4% |
| All | +1.8% | +183.0% | -181.2% | -10.4% |
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