+133.7%
LTH vs CGNX
-21.5%
+155.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -3.7% | +1.5% | -5.2% | -4.1% |
| 30D | -5.3% | -1.8% | -3.5% | -5.1% |
| 3M | +24.2% | +5.3% | +18.9% | +20.8% |
| 6M | +54.8% | +22.3% | +32.5% | +43.4% |
| YTD | +56.1% | +72.2% | -16.1% | +25.9% |
| 1Y | +45.5% | +39.8% | +5.7% | +24.8% |
| 3Y | +155.9% | +44.8% | +111.1% | +100.4% |
| All | +133.7% | -21.5% | +155.2% | +103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling