-15.3%
CTSH vs LTH
+132.1%
-147.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.3% |
| 7D | -4.2% | -4.6% | +0.4% | -3.4% |
| 30D | +3.9% | +14.8% | -10.9% | +1.2% |
| 3M | +10.2% | +3.9% | +6.3% | +9.1% |
| 6M | +35.3% | +35.5% | -0.2% | +27.1% |
| YTD | -21.8% | +71.3% | -93.1% | -30.4% |
| 1Y | -12.1% | +75.7% | -87.8% | -22.3% |
| 3Y | +2.0% | +231.9% | -229.9% | -21.8% |
| All | -15.3% | +132.1% | -147.4% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling