+134,673.2%
KLAC vs LH
+1,579.7%
+133,093.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | +10.0% | +1.1% | +8.9% | +9.8% |
| 30D | -14.8% | +16.7% | -31.6% | -17.8% |
| 3M | -27.2% | +15.1% | -42.3% | -29.6% |
| 6M | -17.5% | +46.3% | -63.8% | -24.8% |
| YTD | +25.8% | +48.8% | -22.9% | +14.2% |
| 1Y | +31.8% | +39.7% | -7.9% | +21.3% |
| 3Y | +195.3% | +87.0% | +108.3% | +152.2% |
| 5Y | +285.9% | +53.0% | +232.9% | +243.9% |
| 10Y | +2,247.6% | +264.3% | +1,983.3% | +1,640.9% |
| All | +134,673.2% | +1,579.7% | +133,093.5% | +65,847.3% |
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