+25.0%
KLAC vs LITE
+132.2%
-107.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +10.7% | -1.4% | +5.7% |
| 7D | -1.1% | -12.9% | +11.8% | +3.4% |
| 30D | -22.6% | -46.0% | +23.4% | -6.8% |
| 3M | -23.5% | -33.0% | +9.5% | -14.9% |
| 6M | -18.8% | -34.0% | +15.2% | -11.1% |
| YTD | +25.0% | +61.7% | -36.7% | +14.2% |
| All | +25.0% | +132.2% | -107.2% | +4.5% |
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