-9.1%
CTSH vs LTH
+84.4%
-93.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.7% |
| 7D | -0.6% | +4.5% | -5.1% | -0.8% |
| 30D | +13.4% | +16.3% | -2.9% | +12.6% |
| 3M | +14.4% | +8.4% | +6.1% | +13.8% |
| 6M | +27.7% | +40.3% | -12.6% | +26.3% |
| YTD | -20.6% | +77.3% | -97.9% | -24.4% |
| 1Y | -9.1% | +88.0% | -97.1% | -15.7% |
| All | -9.1% | +84.4% | -93.6% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling