+2,896.3%
KLAC vs LEN
+108.0%
+2,788.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.1% |
| 7D | -2.7% | -4.8% | +2.1% | -0.8% |
| 30D | -13.2% | -6.6% | -6.6% | -11.0% |
| 3M | -25.0% | -15.7% | -9.3% | -20.3% |
| 6M | +23.6% | -16.6% | +40.2% | +32.0% |
| YTD | +49.2% | -21.3% | +70.6% | +62.3% |
| 1Y | +89.3% | -42.0% | +131.4% | +130.9% |
| 3Y | +274.4% | -27.9% | +302.3% | +299.3% |
| 5Y | +440.9% | -10.7% | +451.6% | +416.3% |
| All | +2,896.3% | +108.0% | +2,788.3% | +1,862.1% |
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