-43.8%
INFY vs LTH
+156.3%
-200.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -4.6% |
| 7D | -7.2% | +1.5% | -8.8% | -7.4% |
| 30D | -11.2% | -3.1% | -8.1% | -10.9% |
| 3M | -7.4% | +28.1% | -35.5% | -10.6% |
| 6M | -21.3% | +67.4% | -88.7% | -27.1% |
| YTD | -36.2% | +59.8% | -96.0% | -40.6% |
| 1Y | -31.3% | +45.6% | -76.9% | -35.3% |
| 3Y | -31.1% | +162.0% | -193.1% | -41.2% |
| All | -43.8% | +156.3% | -200.1% | -55.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling