+34,958.1%
CTSH vs LH
+8,491.6%
+26,466.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.2% | -2.3% |
| 7D | -2.3% | +4.6% | -6.9% | -4.0% |
| 30D | +7.4% | +19.1% | -11.7% | +0.3% |
| 3M | +10.9% | +16.7% | -5.8% | +4.2% |
| 6M | +24.7% | +47.0% | -22.4% | +7.2% |
| YTD | -22.0% | +49.3% | -71.3% | -33.4% |
| 1Y | -11.2% | +48.6% | -59.8% | -24.1% |
| 3Y | +3.9% | +87.8% | -84.0% | -19.9% |
| 5Y | -13.9% | +65.0% | -79.0% | -31.1% |
| 10Y | +37.8% | +275.0% | -237.2% | -20.9% |
| All | +34,958.1% | +8,491.6% | +26,466.4% | +4,846.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling