-24.5%
KVUE vs LH
+68.2%
-92.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.5% |
| 7D | -5.1% | -4.7% | -0.4% | -3.7% |
| 30D | -6.3% | -3.5% | -2.8% | -5.3% |
| 3M | -0.5% | +17.7% | -18.2% | -5.6% |
| 6M | +3.1% | +15.8% | -12.7% | -1.8% |
| YTD | +6.7% | +25.1% | -18.4% | -0.8% |
| 1Y | -1.1% | +12.5% | -13.6% | -5.3% |
| 3Y | -8.7% | +59.8% | -68.5% | -20.6% |
| All | -24.5% | +68.2% | -92.7% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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