-9.8%
CTSH vs LTH
+160.9%
-170.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | +12.4% | -4.6% | +17.0% | +13.1% |
| 3M | +17.4% | +32.8% | -15.4% | +11.1% |
| 6M | -3.1% | +64.6% | -67.7% | -12.8% |
| YTD | -23.6% | +62.6% | -86.2% | -31.0% |
| 1Y | -10.8% | +49.9% | -60.8% | -18.4% |
| 3Y | -8.3% | +151.3% | -159.6% | -25.3% |
| All | -9.8% | +160.9% | -170.7% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling