-15.9%
CTSH vs LH
+16.9%
-32.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.4% |
| 7D | -8.2% | -3.2% | -5.0% | -7.1% |
| 30D | +0.4% | +0.1% | +0.2% | +0.4% |
| 3M | +10.6% | +18.6% | -8.1% | +3.7% |
| 6M | -8.8% | +17.9% | -26.7% | -14.6% |
| YTD | -28.6% | +28.9% | -57.5% | -33.5% |
| 1Y | -15.9% | +16.6% | -32.5% | -21.7% |
| All | -15.9% | +16.9% | -32.8% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling