+286.1%
KLAC vs LH
+54.7%
+231.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +10.0% | +1.1% | +8.9% | +9.6% |
| 30D | -14.8% | +16.7% | -31.6% | -19.7% |
| 3M | -27.2% | +15.1% | -42.3% | -31.2% |
| 6M | -17.5% | +46.3% | -63.8% | -29.9% |
| YTD | +25.8% | +48.8% | -22.9% | +5.9% |
| 1Y | +31.8% | +39.7% | -7.9% | +14.0% |
| 3Y | +195.3% | +87.0% | +108.3% | +116.4% |
| All | +286.1% | +54.7% | +231.4% | +189.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling