+37.1%
CTSH vs LH
+263.2%
-226.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.0% |
| 7D | -2.1% | +1.2% | -3.3% | -2.6% |
| 30D | +8.0% | +18.0% | -10.0% | -0.5% |
| 3M | +10.6% | +15.7% | -5.1% | +2.7% |
| 6M | +32.5% | +46.6% | -14.1% | +9.8% |
| YTD | -21.0% | +49.5% | -70.4% | -35.3% |
| 1Y | -9.9% | +40.2% | -50.1% | -24.0% |
| 3Y | +3.1% | +87.6% | -84.5% | -26.0% |
| 5Y | -13.4% | +59.3% | -72.7% | -34.0% |
| 10Y | +37.1% | +266.1% | -228.9% | -30.1% |
| All | +37.1% | +263.2% | -226.1% | -30.1% |
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