+400.3%
KLAC vs LTH
+174.8%
+225.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.1% |
| 7D | +21.2% | -4.6% | +25.8% | +22.8% |
| 30D | -14.5% | +14.8% | -29.3% | -18.3% |
| 3M | -24.4% | +3.9% | -28.3% | -25.6% |
| 6M | -12.9% | +35.5% | -48.4% | -21.4% |
| YTD | +29.9% | +71.3% | -41.4% | +8.3% |
| 1Y | +31.9% | +75.7% | -43.8% | +9.0% |
| 3Y | +201.5% | +231.9% | -30.4% | +100.0% |
| 5Y | +298.6% | +130.5% | +168.1% | +156.6% |
| All | +400.3% | +174.8% | +225.4% | +221.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling