-22.5%
KWEB vs LH
+183.3%
-205.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.2% |
| 7D | -5.6% | -4.7% | -0.9% | -4.2% |
| 30D | -10.7% | -3.5% | -7.2% | -9.7% |
| 3M | -7.4% | +17.7% | -25.1% | -12.3% |
| 6M | -19.3% | +15.8% | -35.1% | -23.3% |
| YTD | -27.8% | +25.1% | -52.9% | -33.2% |
| 1Y | -35.9% | +12.5% | -48.4% | -38.9% |
| 3Y | -1.9% | +59.8% | -61.7% | -17.8% |
| 5Y | -43.2% | +27.1% | -70.3% | -49.5% |
| All | -22.5% | +183.3% | -205.8% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling