+34,247.0%
CTSH vs LH
+7,453.2%
+26,793.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.1% |
| 7D | -2.7% | -2.5% | -0.2% | -1.8% |
| 30D | +12.4% | +4.3% | +8.0% | +10.6% |
| 3M | +17.4% | +25.5% | -8.2% | +7.6% |
| 6M | -3.1% | +17.0% | -20.0% | -8.8% |
| YTD | -23.6% | +31.3% | -54.8% | -31.2% |
| 1Y | -10.8% | +20.0% | -30.8% | -17.3% |
| 3Y | -8.3% | +63.9% | -72.2% | -25.2% |
| 5Y | -11.3% | +30.9% | -42.2% | -22.3% |
| 10Y | +22.6% | +191.4% | -168.8% | -22.7% |
| All | +34,247.0% | +7,453.2% | +26,793.7% | +5,009.2% |
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