+2,247.0%
KLAC vs LII
+169.1%
+2,077.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.8% |
| 7D | +10.0% | +2.9% | +7.0% | +8.2% |
| 30D | -14.8% | +0.9% | -15.7% | -16.4% |
| 3M | -27.2% | -15.5% | -11.6% | -20.6% |
| 6M | -17.5% | -30.2% | +12.8% | +0.4% |
| YTD | +25.8% | -26.8% | +52.7% | +47.1% |
| 1Y | +31.8% | -25.3% | +57.1% | +51.7% |
| 3Y | +195.3% | -7.8% | +203.1% | +189.4% |
| 5Y | +285.9% | +17.0% | +269.0% | +217.1% |
| All | +2,247.0% | +169.1% | +2,077.9% | +1,107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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