+2,982.1%
KLAC vs LITE
+2,385.9%
+596.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.0% | +3.3% | +5.8% |
| 7D | +5.7% | -1.5% | +7.3% | +6.4% |
| 30D | -3.6% | +6.7% | -10.3% | -6.9% |
| 3M | -12.8% | -6.8% | -6.1% | -11.5% |
| 6M | +26.1% | +29.4% | -3.4% | +7.9% |
| YTD | +53.3% | +139.1% | -85.8% | +0.4% |
| 1Y | +113.7% | +521.0% | -407.3% | -9.3% |
| 3Y | +274.9% | +1,535.3% | -1,260.4% | -3.0% |
| 5Y | +470.1% | +889.8% | -419.7% | +78.1% |
| All | +2,982.1% | +2,385.9% | +596.2% | +645.3% |
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