+294.0%
CTSH vs LDOS
+509.1%
-215.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | +6.4% | -3.7% | +10.1% | +8.2% |
| 30D | +16.3% | +16.4% | -0.1% | +8.4% |
| 3M | +20.0% | +7.4% | +12.6% | +15.9% |
| 6M | +29.9% | -0.3% | +30.3% | +29.2% |
| YTD | -18.4% | -24.0% | +5.6% | -9.3% |
| 1Y | -8.9% | -29.6% | +20.7% | +4.8% |
| 3Y | +6.0% | +35.1% | -29.1% | -13.1% |
| 5Y | -9.3% | +52.9% | -62.2% | -32.3% |
| 10Y | +46.7% | +262.2% | -215.5% | -32.6% |
| All | +294.0% | +509.1% | -215.0% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling