+21.0%
CTSH vs LH
+185.6%
-164.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.3% |
| 7D | -8.2% | -3.2% | -5.0% | -6.8% |
| 30D | +0.4% | +0.1% | +0.2% | +0.4% |
| 3M | +10.6% | +18.6% | -8.1% | +2.0% |
| 6M | -8.8% | +17.9% | -26.7% | -15.7% |
| YTD | -28.6% | +28.9% | -57.5% | -36.9% |
| 1Y | -15.9% | +16.6% | -32.5% | -22.5% |
| 3Y | -13.9% | +63.6% | -77.4% | -33.5% |
| 5Y | -17.1% | +30.0% | -47.1% | -29.8% |
| 10Y | +21.0% | +191.9% | -170.9% | -32.6% |
| All | +21.0% | +185.6% | -164.6% | -32.6% |
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