+490.3%
KLAC vs LTH
+160.9%
+329.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.2% |
| 7D | +5.7% | -0.6% | +6.4% | +5.9% |
| 30D | -3.6% | -4.6% | +1.0% | -2.3% |
| 3M | -12.8% | +32.8% | -45.6% | -20.5% |
| 6M | +26.1% | +64.6% | -38.6% | +7.1% |
| YTD | +53.3% | +62.6% | -9.3% | +30.4% |
| 1Y | +113.7% | +49.9% | +63.7% | +85.7% |
| 3Y | +274.9% | +151.3% | +123.5% | +170.8% |
| All | +490.3% | +160.9% | +329.4% | +287.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling