+31.8%
KLAC vs LITE
+140.5%
-108.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.5% | +1.3% | -1.6% |
| 7D | +10.0% | +10.8% | -0.8% | +6.2% |
| 30D | -14.8% | -33.4% | +18.6% | -3.7% |
| 3M | -27.2% | -32.2% | +5.1% | -19.1% |
| 6M | -17.5% | -42.1% | +24.6% | -6.8% |
| YTD | +25.8% | +61.9% | -36.0% | +16.0% |
| 1Y | +31.8% | +163.0% | -131.2% | +7.9% |
| All | +31.8% | +140.5% | -108.7% | +7.9% |
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