-42.1%
KWEB vs LH
+27.0%
-69.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.2% |
| 7D | -5.6% | -4.7% | -0.9% | -4.1% |
| 30D | -10.7% | -3.5% | -7.2% | -9.7% |
| 3M | -7.4% | +17.7% | -25.1% | -12.6% |
| 6M | -19.3% | +15.8% | -35.1% | -23.5% |
| YTD | -27.8% | +25.1% | -52.9% | -33.6% |
| 1Y | -35.9% | +12.5% | -48.4% | -39.0% |
| 3Y | -1.9% | +59.8% | -61.7% | -20.4% |
| All | -42.1% | +27.0% | -69.0% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling