-14.8%
CTSH vs LH
+31.3%
-46.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.6% |
| 7D | -5.5% | -0.8% | -4.6% | -5.1% |
| 30D | +4.5% | +2.0% | +2.5% | +3.7% |
| 3M | +13.7% | +24.3% | -10.5% | +3.7% |
| 6M | -8.4% | +21.1% | -29.5% | -15.6% |
| YTD | -26.5% | +30.4% | -56.9% | -34.4% |
| 1Y | -13.9% | +18.4% | -32.3% | -20.4% |
| 3Y | -11.3% | +65.5% | -76.8% | -29.9% |
| 5Y | -14.8% | +29.9% | -44.7% | -28.9% |
| All | -14.8% | +31.3% | -46.1% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling