-14.4%
CTSH vs LHX
+16.3%
-30.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.2% |
| 7D | -3.7% | -4.3% | +0.5% | -2.6% |
| 30D | +3.7% | -15.1% | +18.8% | +8.1% |
| 3M | +17.9% | -21.0% | +38.9% | +25.0% |
| 6M | -2.6% | -32.0% | +29.3% | +6.8% |
| YTD | -26.4% | -15.3% | -11.1% | -23.9% |
| 1Y | -13.0% | -11.1% | -2.0% | -11.5% |
| 3Y | -11.2% | +54.0% | -65.2% | -22.4% |
| All | -14.4% | +16.3% | -30.7% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling