+22.2%
CTSH vs LHX
+227.8%
-205.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.3% |
| 7D | -3.7% | -4.3% | +0.5% | -2.1% |
| 30D | +3.7% | -15.1% | +18.8% | +10.4% |
| 3M | +17.9% | -21.0% | +38.9% | +28.7% |
| 6M | -2.6% | -32.0% | +29.3% | +12.3% |
| YTD | -26.4% | -15.3% | -11.1% | -22.7% |
| 1Y | -13.0% | -11.1% | -2.0% | -10.8% |
| 3Y | -11.2% | +54.0% | -65.2% | -28.7% |
| 5Y | -14.3% | +17.1% | -31.4% | -24.9% |
| All | +22.2% | +227.8% | -205.6% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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