+671.2%
CTAS vs LH
+179.1%
+492.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | +1.3% |
| 7D | -1.3% | -7.4% | +6.1% | +2.3% |
| 30D | -3.1% | -4.6% | +1.5% | -1.0% |
| 3M | +10.3% | +14.5% | -4.2% | +3.1% |
| 6M | +1.6% | +14.8% | -13.2% | -5.2% |
| YTD | +6.3% | +23.3% | -16.9% | -4.4% |
| 1Y | -0.5% | +13.6% | -14.1% | -7.4% |
| 3Y | +64.6% | +56.3% | +8.2% | +28.5% |
| 5Y | +106.0% | +25.2% | +80.8% | +76.6% |
| All | +671.2% | +179.1% | +492.1% | +323.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling