+815.5%
CTAS vs LH
+261.9%
+553.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +2.0% | +1.1% | +0.9% | +1.5% |
| 30D | +8.7% | +16.7% | -8.1% | +0.7% |
| 3M | +13.3% | +15.1% | -1.8% | +5.5% |
| 6M | +39.4% | +46.3% | -6.9% | +15.5% |
| YTD | +21.5% | +48.8% | -27.3% | -0.6% |
| 1Y | +21.9% | +39.7% | -17.8% | +2.7% |
| 3Y | +73.6% | +87.0% | -13.4% | +23.7% |
| 5Y | +116.2% | +53.0% | +63.2% | +67.6% |
| All | +815.5% | +261.9% | +553.6% | +353.3% |
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