+37.8%
CTSH vs LII
+170.7%
-132.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.4% |
| 7D | -2.3% | -1.2% | -1.1% | -2.0% |
| 30D | +7.4% | -2.0% | +9.4% | +7.6% |
| 3M | +10.9% | -20.2% | +31.2% | +18.0% |
| 6M | +24.7% | -32.5% | +57.2% | +35.8% |
| YTD | -22.0% | -27.4% | +5.4% | -18.6% |
| 1Y | -11.2% | -28.2% | +17.0% | -6.9% |
| 3Y | +3.9% | -7.2% | +11.1% | -6.4% |
| 5Y | -13.9% | +19.9% | -33.8% | -32.9% |
| 10Y | +37.8% | +168.6% | -130.9% | -21.6% |
| All | +37.8% | +170.7% | -132.9% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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