+463.5%
KLAC vs LTH
+150.3%
+313.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.9% |
| 7D | +2.5% | -3.7% | +6.2% | +3.6% |
| 30D | -11.5% | -5.3% | -6.2% | -10.1% |
| 3M | -16.9% | +24.2% | -41.1% | -22.7% |
| 6M | +22.2% | +54.8% | -32.6% | +5.7% |
| YTD | +46.4% | +56.1% | -9.7% | +26.0% |
| 1Y | +91.0% | +45.5% | +45.5% | +67.5% |
| 3Y | +264.6% | +155.9% | +108.7% | +161.5% |
| All | +463.5% | +150.3% | +313.2% | +274.1% |
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