+133.8%
LTH vs CGNX
-18.3%
+152.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -1.1% |
| 7D | -4.0% | +3.2% | -7.2% | -4.9% |
| 30D | -5.3% | +6.0% | -11.3% | -7.1% |
| 3M | +19.0% | +3.5% | +15.5% | +16.4% |
| 6M | +55.8% | +26.3% | +29.5% | +43.0% |
| YTD | +56.1% | +79.2% | -23.1% | +24.5% |
| 1Y | +41.3% | +43.8% | -2.5% | +20.2% |
| 3Y | +156.6% | +52.0% | +104.7% | +97.9% |
| All | +133.8% | -18.3% | +152.1% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling