+288.8%
KLAC vs LTH
+159.1%
+129.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.3% |
| 7D | +10.6% | +1.5% | +9.1% | +10.1% |
| 30D | -4.5% | -3.1% | -1.4% | -3.8% |
| 3M | -10.3% | +28.1% | -38.4% | -16.8% |
| 6M | +40.9% | +67.4% | -26.5% | +21.0% |
| YTD | +56.1% | +59.8% | -3.7% | +35.5% |
| 1Y | +109.0% | +45.6% | +63.4% | +85.6% |
| 3Y | +288.8% | +162.0% | +126.8% | +210.7% |
| All | +288.8% | +159.1% | +129.7% | +210.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling