+100.4%
KLAC vs LTH
+43.6%
+56.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.8% |
| 7D | +6.2% | -4.0% | +10.2% | +7.3% |
| 30D | -5.0% | -1.7% | -3.3% | -4.6% |
| 3M | -14.4% | +28.0% | -42.4% | -21.5% |
| 6M | +28.3% | +54.1% | -25.8% | +11.7% |
| YTD | +51.1% | +57.1% | -6.0% | +30.4% |
| 1Y | +100.4% | +45.8% | +54.6% | +92.0% |
| All | +100.4% | +43.6% | +56.8% | +92.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling