+2,896.3%
KLAC vs LH
+183.3%
+2,713.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.2% |
| 7D | -2.7% | -4.7% | +2.0% | -0.1% |
| 30D | -13.2% | -3.5% | -9.7% | -11.6% |
| 3M | -25.0% | +17.7% | -42.7% | -31.9% |
| 6M | +23.6% | +15.8% | +7.8% | +12.9% |
| YTD | +49.2% | +25.1% | +24.1% | +30.2% |
| 1Y | +89.3% | +12.5% | +76.8% | +74.1% |
| 3Y | +274.4% | +59.8% | +214.6% | +173.6% |
| 5Y | +440.9% | +27.1% | +413.9% | +345.0% |
| All | +2,896.3% | +183.3% | +2,713.0% | +1,381.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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