+167,110.0%
KLAC vs LH
+1,372.9%
+165,737.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +10.6% | -0.8% | +11.4% | +10.8% |
| 30D | -4.5% | +2.0% | -6.5% | -5.0% |
| 3M | -10.3% | +24.3% | -34.5% | -14.9% |
| 6M | +40.9% | +21.1% | +19.8% | +34.3% |
| YTD | +56.1% | +30.4% | +25.7% | +46.2% |
| 1Y | +109.0% | +18.4% | +90.7% | +99.6% |
| 3Y | +288.8% | +65.5% | +223.4% | +241.8% |
| 5Y | +489.1% | +29.9% | +459.3% | +445.2% |
| 10Y | +3,041.8% | +186.6% | +2,855.1% | +2,349.1% |
| All | +167,110.0% | +1,372.9% | +165,737.1% | +84,328.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling