+23,671.8%
CTAS vs LH
+1,382.1%
+22,289.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | -1.8% | -2.5% | +0.6% | -1.4% |
| 30D | -0.2% | +4.3% | -4.5% | -0.9% |
| 3M | +11.7% | +25.5% | -13.8% | +7.3% |
| 6M | +0.7% | +17.0% | -16.3% | -2.1% |
| YTD | +7.4% | +31.3% | -23.9% | +2.3% |
| 1Y | -2.1% | +20.0% | -22.1% | -5.4% |
| 3Y | +62.9% | +63.9% | -0.9% | +48.6% |
| 5Y | +111.9% | +30.9% | +81.0% | +99.8% |
| 10Y | +652.2% | +191.4% | +460.8% | +522.2% |
| All | +23,671.8% | +1,382.1% | +22,289.8% | +14,682.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling