-35.9%
KWEB vs LH
+14.9%
-50.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.6% |
| 7D | -5.6% | -4.7% | -0.9% | -5.3% |
| 30D | -10.7% | -3.5% | -7.2% | -10.5% |
| 3M | -7.4% | +17.7% | -25.1% | -8.2% |
| 6M | -19.3% | +15.8% | -35.1% | -19.8% |
| YTD | -27.8% | +25.1% | -52.9% | -27.9% |
| 1Y | -35.9% | +12.5% | -48.4% | -35.6% |
| All | -35.9% | +14.9% | -50.8% | -35.6% |
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 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