-8.8%
CTSH vs LEN
-27.0%
+18.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.4% | +7.6% | +3.0% |
| 7D | +1.8% | +0.7% | +1.2% | +1.6% |
| 30D | +9.8% | +13.0% | -3.2% | +7.6% |
| 3M | +12.1% | +1.9% | +10.2% | +10.9% |
| 6M | +27.4% | -0.7% | +28.1% | +25.6% |
| YTD | -20.3% | -13.8% | -6.5% | -21.4% |
| 1Y | -8.8% | -28.1% | +19.3% | -4.9% |
| All | -8.8% | -27.0% | +18.2% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling