-7.9%
CTSH vs LTH
+183.0%
-190.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -2.3% | +7.0% | -9.3% | -3.4% |
| 30D | +7.4% | +15.4% | -8.0% | +4.6% |
| 3M | +10.9% | +7.0% | +3.9% | +9.3% |
| 6M | +24.7% | +46.9% | -22.2% | +15.5% |
| YTD | -22.0% | +76.4% | -98.4% | -30.7% |
| 1Y | -11.2% | +83.7% | -94.9% | -21.7% |
| 3Y | +3.9% | +248.9% | -245.0% | -20.4% |
| 5Y | -13.9% | +141.8% | -155.8% | -36.2% |
| All | -7.9% | +183.0% | -190.9% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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