+2,247.0%
KLAC vs LEN
+136.9%
+2,110.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.0% | -5.8% | +15.8% | +12.5% |
| 30D | -14.8% | +13.7% | -28.5% | -20.2% |
| 3M | -27.2% | -3.9% | -23.3% | -27.5% |
| 6M | -17.5% | -0.4% | -17.1% | -19.3% |
| YTD | +25.8% | -16.8% | +42.7% | +31.5% |
| 1Y | +31.8% | -29.5% | +61.3% | +46.4% |
| 3Y | +195.3% | -25.6% | +220.9% | +206.1% |
| 5Y | +285.9% | -13.2% | +299.2% | +265.2% |
| All | +2,247.0% | +136.9% | +2,110.1% | +1,308.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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