+3,097.8%
KLAC vs LITE
+2,795.6%
+302.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.7% | +1.0% | +4.7% |
| 7D | -12.3% | -35.9% | +23.6% | +2.0% |
| 30D | -29.6% | -51.5% | +21.9% | -10.2% |
| 3M | -28.2% | -35.7% | +7.5% | -18.3% |
| 6M | -23.6% | -43.0% | +19.4% | -10.9% |
| YTD | +14.4% | +46.1% | -31.7% | -9.0% |
| 1Y | +15.4% | +124.7% | -109.3% | -23.2% |
| 3Y | +184.3% | +1,172.1% | -987.8% | -8.9% |
| 5Y | +248.9% | +477.0% | -228.1% | +45.2% |
| 10Y | +2,076.9% | +1,465.7% | +611.3% | +649.2% |
| All | +3,097.8% | +2,795.6% | +302.2% | +1,001.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling