+297.2%
KLAC vs LITE
+545.8%
-248.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.8% | +1.8% |
| 7D | -2.1% | -13.9% | +11.9% | +3.7% |
| 30D | -21.8% | -46.9% | +25.2% | -1.6% |
| 3M | -20.5% | -28.0% | +7.5% | -12.5% |
| 6M | -18.0% | -35.2% | +17.3% | -8.1% |
| YTD | +26.4% | +58.9% | -32.5% | -5.4% |
| 1Y | +26.3% | +125.3% | -99.0% | -20.4% |
| 3Y | +193.3% | +1,344.4% | -1,151.2% | -33.0% |
| 5Y | +297.2% | +541.2% | -243.9% | +52.8% |
| All | +297.2% | +545.8% | -248.5% | +52.8% |
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