+21.0%
CTSH vs LEN
+103.7%
-82.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | -8.2% | -3.4% | -4.8% | -7.2% |
| 30D | +0.4% | -5.7% | +6.1% | +2.1% |
| 3M | +10.6% | -12.2% | +22.8% | +14.3% |
| 6M | -8.8% | -18.3% | +9.5% | -4.1% |
| YTD | -28.6% | -20.2% | -8.4% | -24.9% |
| 1Y | -15.9% | -40.1% | +24.1% | -3.4% |
| 3Y | -13.9% | -26.2% | +12.3% | -11.0% |
| 5Y | -17.1% | -9.8% | -7.3% | -22.2% |
| 10Y | +21.0% | +109.1% | -88.1% | -20.6% |
| All | +21.0% | +103.7% | -82.7% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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