+81.0%
LTH vs CGNX
+31.4%
+49.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -8.7% | +15.0% | +7.0% |
| 7D | +9.9% | -9.2% | +19.0% | +10.6% |
| 30D | +18.3% | -17.6% | +35.9% | +20.1% |
| 3M | +5.9% | -25.7% | +31.7% | +8.6% |
| 6M | +80.3% | -5.5% | +85.8% | +79.5% |
| YTD | +78.3% | +48.1% | +30.2% | +66.0% |
| 1Y | +81.0% | +33.5% | +47.5% | +75.8% |
| All | +81.0% | +31.4% | +49.6% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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