+14.1%
KMB vs LTH
+83.5%
-69.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.3% |
| 7D | +3.4% | +7.0% | -3.6% | +2.3% |
| 30D | +14.7% | +15.4% | -0.7% | +12.2% |
| 3M | +3.3% | +7.0% | -3.8% | +2.1% |
| 6M | +16.8% | +46.9% | -30.0% | +12.7% |
| YTD | +15.2% | +76.4% | -61.2% | +9.3% |
| All | +14.1% | +83.5% | -69.3% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling