+113.7%
KLAC vs LHX
-4.2%
+117.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.7% | +9.0% | +7.5% |
| 7D | +5.7% | -2.0% | +7.7% | +5.9% |
| 30D | -3.6% | -9.9% | +6.3% | -2.7% |
| 3M | -12.8% | -16.5% | +3.7% | -11.0% |
| 6M | +26.1% | -29.6% | +55.6% | +39.2% |
| YTD | +53.3% | -11.6% | +64.9% | +55.1% |
| 1Y | +113.7% | -4.1% | +117.8% | +119.7% |
| All | +113.7% | -4.2% | +117.9% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 1y: compounded portfolio wealth divided by compounded LHX 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…
1y analysis · Full analysis span regression · 6 months rolling