+252.2%
KLAC vs LITE
+477.4%
-225.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.7% | +1.0% | +4.5% |
| 7D | -12.3% | -35.9% | +23.6% | +3.1% |
| 30D | -29.6% | -51.5% | +21.9% | -8.6% |
| 3M | -28.2% | -35.7% | +7.5% | -17.6% |
| 6M | -23.6% | -43.0% | +19.4% | -10.2% |
| YTD | +14.4% | +46.1% | -31.7% | -11.7% |
| 1Y | +15.4% | +124.7% | -109.3% | -27.6% |
| 3Y | +184.3% | +1,172.1% | -987.8% | -31.6% |
| All | +252.2% | +477.4% | -225.2% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling