+157,276.9%
KLAC vs LEN
+10,533.4%
+146,743.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.4% | +7.6% |
| 7D | +5.7% | -3.2% | +8.9% | +6.8% |
| 30D | -3.6% | -4.9% | +1.3% | -2.3% |
| 3M | -12.8% | -8.5% | -4.3% | -10.7% |
| 6M | +26.1% | -20.7% | +46.7% | +34.9% |
| YTD | +53.3% | -17.4% | +70.7% | +61.5% |
| 1Y | +113.7% | -38.2% | +151.9% | +144.4% |
| 3Y | +274.9% | -24.9% | +299.8% | +293.7% |
| 5Y | +470.1% | -11.4% | +481.6% | +466.7% |
| 10Y | +2,997.0% | +110.0% | +2,887.0% | +2,128.2% |
| All | +157,276.9% | +10,533.4% | +146,743.5% | +30,559.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling