+2,249.0%
KLAC vs LITE
+1,569.9%
+679.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +10.7% | -1.4% | +5.2% |
| 7D | -1.1% | -12.9% | +11.8% | +4.3% |
| 30D | -22.6% | -46.0% | +23.4% | -3.1% |
| 3M | -23.5% | -33.0% | +9.5% | -13.4% |
| 6M | -18.8% | -34.0% | +15.2% | -9.6% |
| YTD | +25.0% | +61.7% | -36.7% | -7.3% |
| 1Y | +27.5% | +148.3% | -120.8% | -22.5% |
| 3Y | +206.1% | +1,408.5% | -1,202.4% | -21.7% |
| 5Y | +281.0% | +546.2% | -265.2% | +35.4% |
| 10Y | +2,249.0% | +1,533.3% | +715.7% | +537.2% |
| All | +2,249.0% | +1,569.9% | +679.1% | +537.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling