-12.1%
CTSH vs LDOS
+49.1%
-61.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.0% |
| 7D | -0.6% | -7.2% | +6.6% | +1.6% |
| 30D | +13.4% | +16.8% | -3.4% | +8.3% |
| 3M | +14.4% | -1.6% | +16.0% | +14.7% |
| 6M | +27.7% | -1.0% | +28.7% | +27.0% |
| YTD | -20.6% | -25.8% | +5.2% | -15.4% |
| 1Y | -9.1% | -31.1% | +22.0% | -1.5% |
| 3Y | +3.1% | +32.8% | -29.7% | -6.1% |
| All | -12.1% | +49.1% | -61.2% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling