+430.6%
KLAC vs LH
+23.7%
+406.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.4% | +1.3% | -1.4% |
| 7D | +2.5% | -7.4% | +9.9% | +5.5% |
| 30D | -11.5% | -4.6% | -6.9% | -10.0% |
| 3M | -16.9% | +14.5% | -31.5% | -21.8% |
| 6M | +22.2% | +14.8% | +7.4% | +14.8% |
| YTD | +46.4% | +23.3% | +23.1% | +33.0% |
| 1Y | +91.0% | +13.6% | +77.4% | +79.0% |
| 3Y | +264.6% | +56.3% | +208.2% | +188.4% |
| 5Y | +430.6% | +25.2% | +405.4% | +353.5% |
| All | +430.6% | +23.7% | +406.9% | +353.5% |
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