+19.6%
KWEB vs LH
+287.4%
-267.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | +0.1% |
| 7D | -4.3% | -7.4% | +3.1% | -1.8% |
| 30D | -13.0% | -4.6% | -8.4% | -11.7% |
| 3M | -7.6% | +14.5% | -22.1% | -12.0% |
| 6M | -21.1% | +14.8% | -35.9% | -25.1% |
| YTD | -28.2% | +23.3% | -51.5% | -33.7% |
| 1Y | -34.9% | +13.6% | -48.5% | -38.3% |
| 3Y | -0.8% | +56.3% | -57.1% | -17.3% |
| 5Y | -43.6% | +25.2% | -68.8% | -49.9% |
| 10Y | -21.7% | +179.1% | -200.7% | -51.8% |
| All | +19.6% | +287.4% | -267.8% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling