-10.9%
CTSH vs LCID
-97.6%
+86.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -3.7% |
| 7D | -2.7% | -6.6% | +3.9% | -2.3% |
| 30D | +12.4% | -30.1% | +42.5% | +15.1% |
| 3M | +17.4% | -17.6% | +35.0% | +17.5% |
| 6M | -3.1% | -54.4% | +51.4% | +1.1% |
| YTD | -23.6% | -55.7% | +32.2% | -20.4% |
| 1Y | -10.8% | -71.0% | +60.2% | -4.6% |
| 3Y | -8.3% | -92.6% | +84.3% | +4.8% |
| All | -10.9% | -97.6% | +86.7% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling