+2,896.3%
KLAC vs LHX
+227.8%
+2,668.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.4% |
| 7D | -2.7% | -4.3% | +1.6% | -1.0% |
| 30D | -13.2% | -15.1% | +2.0% | -7.6% |
| 3M | -25.0% | -21.0% | -4.0% | -18.8% |
| 6M | +23.6% | -32.0% | +55.6% | +42.4% |
| YTD | +49.2% | -15.3% | +64.5% | +56.4% |
| 1Y | +89.3% | -11.1% | +100.4% | +93.7% |
| 3Y | +274.4% | +54.0% | +220.3% | +194.1% |
| 5Y | +440.9% | +17.1% | +423.8% | +362.5% |
| All | +2,896.3% | +227.8% | +2,668.5% | +1,410.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling