+2,897.2%
KLAC vs LITE
+2,640.3%
+256.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -18.7% | +5.3% | -6.7% |
| 7D | -22.5% | -44.6% | +22.1% | -5.2% |
| 30D | -34.3% | -55.0% | +20.8% | -13.8% |
| 3M | -32.6% | -38.3% | +5.7% | -22.2% |
| 6M | -24.9% | -48.8% | +23.8% | -9.3% |
| YTD | +7.2% | +38.3% | -31.1% | -13.0% |
| 1Y | +6.3% | +119.0% | -112.6% | -28.6% |
| 3Y | +166.1% | +1,092.0% | -925.9% | -12.8% |
| 5Y | +227.0% | +446.1% | -219.1% | +38.7% |
| 10Y | +1,940.3% | +1,381.7% | +558.7% | +615.7% |
| All | +2,897.2% | +2,640.3% | +256.9% | +952.6% |
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 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