+8,627.1%
KLAC vs LII
+2,796.3%
+5,830.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.2% | +7.1% | +8.4% |
| 7D | -1.1% | -1.2% | 0.0% | -0.6% |
| 30D | -22.6% | -2.0% | -20.6% | -22.5% |
| 3M | -23.5% | -20.2% | -3.3% | -16.5% |
| 6M | -18.8% | -32.5% | +13.7% | -4.9% |
| YTD | +25.0% | -27.4% | +52.4% | +41.2% |
| 1Y | +27.5% | -28.2% | +55.7% | +44.5% |
| 3Y | +206.1% | -7.2% | +213.4% | +209.0% |
| 5Y | +281.0% | +19.9% | +261.1% | +243.2% |
| 10Y | +2,249.0% | +168.6% | +2,080.4% | +1,430.3% |
| All | +8,627.1% | +2,796.3% | +5,830.8% | +1,781.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling