+38.7%
CTSH vs LII
+166.2%
-127.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | +9.8% | -2.4% | +12.2% | +10.2% |
| 3M | +12.1% | -17.5% | +29.6% | +18.1% |
| 6M | +27.4% | -32.8% | +60.2% | +39.0% |
| YTD | -20.3% | -27.7% | +7.4% | -16.7% |
| 1Y | -8.8% | -28.1% | +19.3% | -4.6% |
| 3Y | +4.0% | -9.7% | +13.7% | -5.2% |
| 5Y | -12.2% | +19.5% | -31.7% | -31.5% |
| 10Y | +38.7% | +170.6% | -131.9% | -21.9% |
| All | +38.7% | +166.2% | -127.5% | -21.9% |
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