-4.0%
CTSH vs LCID
-95.5%
+91.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.8% | -3.8% |
| 7D | -5.5% | +1.8% | -7.2% | -5.6% |
| 30D | +4.5% | -34.2% | +38.7% | +6.9% |
| 3M | +13.7% | -9.1% | +22.9% | +13.3% |
| 6M | -8.4% | -52.6% | +44.2% | -5.5% |
| YTD | -26.5% | -56.2% | +29.7% | -24.0% |
| 1Y | -13.9% | -74.9% | +61.0% | -8.5% |
| 3Y | -11.3% | -92.1% | +80.7% | -2.6% |
| 5Y | -14.8% | -97.6% | +82.7% | -2.5% |
| All | -4.0% | -95.5% | +91.5% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 10y: compounded portfolio wealth divided by compounded LCID 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…
10y analysis · Full analysis span regression · 6 months rolling