+195.3%
KLAC vs LTH
+241.8%
-46.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.3% | -3.7% |
| 7D | +10.0% | -1.3% | +11.3% | +10.3% |
| 30D | -14.8% | +15.7% | -30.5% | -18.3% |
| 3M | -27.2% | +5.0% | -32.2% | -28.4% |
| 6M | -17.5% | +37.7% | -55.1% | -25.3% |
| YTD | +25.8% | +75.0% | -49.2% | +5.8% |
| 1Y | +31.8% | +82.6% | -50.8% | +9.4% |
| 3Y | +195.3% | +241.3% | -46.0% | +124.7% |
| All | +195.3% | +241.8% | -46.5% | +124.7% |
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