+22.0%
CTSH vs LDOS
+278.0%
-256.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.8% |
| 7D | -2.7% | -5.4% | +2.7% | -0.6% |
| 30D | +12.4% | +4.9% | +7.5% | +10.1% |
| 3M | +17.4% | +7.2% | +10.2% | +13.6% |
| 6M | -3.1% | -24.2% | +21.2% | +7.1% |
| YTD | -23.6% | -25.8% | +2.2% | -15.4% |
| 1Y | -10.8% | -24.7% | +13.9% | -2.1% |
| 3Y | -8.3% | +39.3% | -47.6% | -24.5% |
| 5Y | -11.3% | +43.3% | -54.6% | -30.0% |
| All | +22.0% | +278.0% | -256.0% | -31.0% |
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