+35.8%
CTSH vs LDOS
+248.5%
-212.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -1.8% |
| 7D | -0.6% | -7.2% | +6.6% | +2.4% |
| 30D | +13.4% | +16.8% | -3.4% | +6.5% |
| 3M | +14.4% | -1.6% | +16.0% | +15.0% |
| 6M | +27.7% | -1.0% | +28.7% | +27.4% |
| YTD | -20.6% | -25.8% | +5.2% | -12.2% |
| 1Y | -9.1% | -31.1% | +22.0% | +3.5% |
| 3Y | +3.1% | +32.8% | -29.7% | -13.3% |
| 5Y | -11.8% | +49.4% | -61.1% | -31.8% |
| All | +35.8% | +248.5% | -212.7% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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