-1.9%
KWEB vs LH
+58.7%
-60.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | -5.6% | -4.7% | -0.9% | -4.7% |
| 30D | -10.7% | -3.5% | -7.2% | -10.1% |
| 3M | -7.4% | +17.7% | -25.1% | -10.7% |
| 6M | -19.3% | +15.8% | -35.1% | -21.9% |
| YTD | -27.8% | +25.1% | -52.9% | -31.5% |
| 1Y | -35.9% | +12.5% | -48.4% | -37.7% |
| 3Y | -1.9% | +59.8% | -61.7% | -13.4% |
| All | -1.9% | +58.7% | -60.6% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling