+26.2%
KLAC vs LITE
+233.7%
-207.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.9% | +3.7% | -1.7% |
| 7D | -5.7% | -31.4% | +25.8% | +5.2% |
| 30D | -27.6% | -42.6% | +15.0% | -15.3% |
| 3M | -23.3% | -26.2% | +2.9% | -17.5% |
| 6M | -12.4% | -35.8% | +23.4% | -4.3% |
| YTD | +23.7% | +70.0% | -46.3% | +11.8% |
| 1Y | +26.2% | +232.7% | -206.6% | -1.7% |
| All | +26.2% | +233.7% | -207.5% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LITE.
Daily Out/Under-Performance
Portfolio return minus LITE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LITE 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 LITE 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