-10.9%
KMB vs LVS
+4.5%
-15.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.9% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | -5.0% | -3.9% | -1.1% | -4.9% |
| 3M | +6.6% | -12.9% | +19.4% | +7.0% |
| 6M | +1.0% | -16.9% | +17.9% | +1.5% |
| YTD | +6.0% | -31.2% | +37.2% | +6.9% |
| 1Y | -16.6% | -16.4% | -0.2% | -16.3% |
| 3Y | -8.6% | -4.4% | -4.2% | -9.2% |
| 5Y | -10.9% | +6.7% | -17.5% | -11.2% |
| All | -10.9% | +4.5% | -15.4% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling