+269.0%
CTSH vs LDOS
+494.7%
-225.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.8% |
| 7D | -2.7% | -5.4% | +2.7% | -0.3% |
| 30D | +12.4% | +4.9% | +7.5% | +9.7% |
| 3M | +17.4% | +7.2% | +10.2% | +13.1% |
| 6M | -3.1% | -24.2% | +21.2% | +8.9% |
| YTD | -23.6% | -25.8% | +2.2% | -14.1% |
| 1Y | -10.8% | -24.7% | +13.9% | -0.7% |
| 3Y | -8.3% | +39.3% | -47.6% | -26.1% |
| 5Y | -11.3% | +43.3% | -54.6% | -31.8% |
| 10Y | +22.6% | +278.6% | -256.0% | -45.1% |
| All | +269.0% | +494.7% | -225.8% | +19.4% |
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