-13.3%
CTSH vs LTH
+156.3%
-169.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.1% | -3.5% |
| 7D | -5.5% | +1.5% | -7.0% | -5.7% |
| 30D | +4.5% | -3.1% | +7.6% | +5.0% |
| 3M | +13.7% | +28.1% | -14.4% | +8.4% |
| 6M | -8.4% | +67.4% | -75.8% | -17.8% |
| YTD | -26.5% | +59.8% | -86.3% | -33.4% |
| 1Y | -13.9% | +45.6% | -59.5% | -20.8% |
| 3Y | -11.3% | +162.0% | -173.3% | -28.4% |
| All | -13.3% | +156.3% | -169.6% | -33.9% |
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