+34.8%
CTSH vs LH
+261.9%
-227.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.4% |
| 7D | -2.1% | +1.1% | -3.2% | -2.6% |
| 30D | +1.4% | +16.7% | -15.4% | -6.1% |
| 3M | +7.5% | +15.1% | -7.6% | 0.0% |
| 6M | +39.6% | +46.3% | -6.8% | +15.7% |
| YTD | -22.3% | +48.8% | -71.1% | -36.3% |
| 1Y | -12.0% | +39.7% | -51.7% | -25.6% |
| 3Y | +1.8% | +87.0% | -85.2% | -26.9% |
| 5Y | -15.8% | +53.0% | -68.8% | -34.5% |
| All | +34.8% | +261.9% | -227.1% | -31.5% |
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 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