+1.6%
KMB vs LVS
-9.4%
+11.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.6% |
| 7D | +0.1% | -1.3% | +1.3% | +0.2% |
| 30D | +10.2% | +12.2% | -2.0% | +9.2% |
| 3M | +1.5% | -11.3% | +12.8% | +2.2% |
| 6M | +16.6% | -21.6% | +38.2% | +18.2% |
| YTD | +12.1% | -36.6% | +48.7% | +14.5% |
| 1Y | +11.1% | -38.4% | +49.5% | +13.7% |
| All | +1.6% | -9.4% | +11.0% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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