-11.3%
CTSH vs LEN
-25.9%
+14.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | 0.0% | -3.1% |
| 7D | -5.5% | -2.9% | -2.6% | -4.9% |
| 30D | +4.5% | -8.9% | +13.4% | +6.2% |
| 3M | +13.7% | -10.9% | +24.6% | +15.7% |
| 6M | -8.4% | -19.7% | +11.3% | -5.1% |
| YTD | -26.5% | -20.6% | -5.9% | -24.1% |
| 1Y | -13.9% | -42.4% | +28.5% | -4.4% |
| 3Y | -11.3% | -26.5% | +15.2% | -13.6% |
| All | -11.3% | -25.9% | +14.6% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling