-33.9%
KWEB vs LH
+44.2%
-78.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.9% | +0.5% | +4.2% |
| 7D | +5.8% | +2.1% | +3.7% | +5.6% |
| 30D | -1.0% | +19.2% | -20.1% | -2.0% |
| 3M | -15.8% | +18.0% | -33.8% | -16.6% |
| 6M | -14.9% | +46.1% | -61.0% | -17.5% |
| YTD | -28.6% | +47.7% | -76.3% | -29.8% |
| 1Y | -33.9% | +47.2% | -81.2% | -35.2% |
| All | -33.9% | +44.2% | -78.2% | -35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling