+279.1%
KLAC vs LEN
-26.2%
+305.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.4% |
| 7D | +6.2% | -3.4% | +9.6% | +7.2% |
| 30D | -5.0% | -5.7% | +0.7% | -3.5% |
| 3M | -14.4% | -12.2% | -2.2% | -11.3% |
| 6M | +28.3% | -18.3% | +46.6% | +35.2% |
| YTD | +51.1% | -20.2% | +71.3% | +59.9% |
| 1Y | +100.4% | -40.1% | +140.4% | +128.5% |
| All | +279.1% | -26.2% | +305.3% | +273.2% |
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