+447.7%
KLAC vs LEN
-10.5%
+458.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.4% |
| 7D | +6.2% | -3.4% | +9.6% | +7.7% |
| 30D | -5.0% | -5.7% | +0.7% | -2.8% |
| 3M | -14.4% | -12.2% | -2.2% | -10.0% |
| 6M | +28.3% | -18.3% | +46.6% | +38.9% |
| YTD | +51.1% | -20.2% | +71.3% | +64.4% |
| 1Y | +100.4% | -40.1% | +140.4% | +145.7% |
| 3Y | +276.3% | -26.2% | +302.5% | +281.7% |
| All | +447.7% | -10.5% | +458.2% | +378.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling