-32.6%
KLAC vs LITE
-38.2%
+5.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -18.7% | +5.3% | -6.1% |
| 7D | -22.5% | -44.6% | +22.1% | -4.6% |
| 30D | -34.3% | -55.0% | +20.8% | -14.5% |
| 3M | -32.6% | -38.3% | +5.7% | -21.6% |
| All | -32.6% | -38.2% | +5.6% | -21.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling