+150,137.3%
KLAC vs LRCX
+293,982.2%
-143,844.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.6% | +2.5% | +0.4% |
| 7D | +2.5% | +1.8% | +0.6% | +1.3% |
| 30D | -11.5% | -4.3% | -7.2% | -9.2% |
| 3M | -16.9% | -7.3% | -9.6% | -12.3% |
| 6M | +22.2% | +38.6% | -16.3% | +0.7% |
| YTD | +46.4% | +74.4% | -28.1% | +4.9% |
| 1Y | +91.0% | +179.1% | -88.1% | +2.3% |
| 3Y | +264.6% | +357.7% | -93.1% | +47.4% |
| 5Y | +430.6% | +424.9% | +5.7% | +99.7% |
| 10Y | +2,889.3% | +3,642.4% | -753.1% | +261.6% |
| All | +150,137.3% | +293,982.2% | -143,844.9% | +4,065.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LRCX.
Daily Out/Under-Performance
Portfolio return minus LRCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LRCX 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 LRCX 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