+109.6%
CTAS vs LH
+28.2%
+81.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.2% |
| 7D | +1.0% | -3.2% | +4.2% | +2.2% |
| 30D | -1.1% | +0.1% | -1.2% | -1.1% |
| 3M | +11.5% | +18.6% | -7.1% | +4.3% |
| 6M | +0.2% | +17.9% | -17.8% | -6.2% |
| YTD | +7.2% | +28.9% | -21.8% | -3.1% |
| 1Y | 0.0% | +16.6% | -16.6% | -6.4% |
| 3Y | +65.9% | +63.6% | +2.4% | +34.1% |
| 5Y | +109.6% | +30.0% | +79.5% | +85.3% |
| All | +109.6% | +28.2% | +81.4% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling