+297.2%
KLAC vs LTH
+145.7%
+151.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.7% |
| 7D | -2.1% | +6.4% | -8.4% | -4.1% |
| 30D | -21.8% | +16.7% | -38.5% | -25.6% |
| 3M | -20.5% | +11.7% | -32.2% | -23.5% |
| 6M | -18.0% | +48.5% | -66.5% | -28.1% |
| YTD | +26.4% | +78.4% | -52.0% | +3.8% |
| 1Y | +26.3% | +89.7% | -63.4% | +1.6% |
| 3Y | +193.3% | +245.6% | -52.4% | +90.7% |
| 5Y | +297.2% | +142.7% | +154.5% | +152.3% |
| All | +297.2% | +145.7% | +151.5% | +152.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling