+195.3%
KLAC vs LEN
-25.9%
+221.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.0% | -5.8% | +15.8% | +11.4% |
| 30D | -14.8% | +13.7% | -28.5% | -18.3% |
| 3M | -27.2% | -3.9% | -23.3% | -27.0% |
| 6M | -17.5% | -0.4% | -17.1% | -18.4% |
| YTD | +25.8% | -16.8% | +42.7% | +30.2% |
| 1Y | +31.8% | -29.5% | +61.3% | +41.8% |
| 3Y | +195.3% | -25.6% | +220.9% | +190.7% |
| All | +195.3% | -25.9% | +221.2% | +190.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling