+150,137.3%
KLAC vs LHX
+7,852.8%
+142,284.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.7% |
| 7D | +2.5% | -4.8% | +7.3% | +4.9% |
| 30D | -11.5% | -12.7% | +1.2% | -5.5% |
| 3M | -16.9% | -17.6% | +0.7% | -10.0% |
| 6M | +22.2% | -30.7% | +53.0% | +43.9% |
| YTD | +46.4% | -14.3% | +60.7% | +54.5% |
| 1Y | +91.0% | -8.4% | +99.4% | +94.2% |
| 3Y | +264.6% | +56.7% | +207.9% | +174.7% |
| 5Y | +430.6% | +18.5% | +412.1% | +342.0% |
| 10Y | +2,889.3% | +229.6% | +2,659.7% | +1,304.6% |
| All | +150,137.3% | +7,852.8% | +142,284.5% | +13,651.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling