-24.4%
KVUE vs LH
+65.7%
-90.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +1.6% |
| 7D | -6.1% | -7.4% | +1.3% | -3.9% |
| 30D | -5.6% | -4.6% | -1.0% | -4.2% |
| 3M | -0.3% | +14.5% | -14.9% | -4.6% |
| 6M | +1.4% | +14.8% | -13.4% | -3.2% |
| YTD | +6.7% | +23.3% | -16.5% | -0.2% |
| 1Y | +1.0% | +13.6% | -12.6% | -3.5% |
| 3Y | -5.4% | +56.3% | -61.7% | -17.1% |
| All | -24.4% | +65.7% | -90.2% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling