+35.8%
CTSH vs LII
+162.0%
-126.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.8% | -2.2% |
| 7D | -0.6% | -0.6% | 0.0% | -0.4% |
| 30D | +13.4% | -4.6% | +18.0% | +14.6% |
| 3M | +14.4% | -21.2% | +35.7% | +22.2% |
| 6M | +27.7% | -36.4% | +64.2% | +41.9% |
| YTD | -20.6% | -28.9% | +8.3% | -16.6% |
| 1Y | -9.1% | -29.5% | +20.4% | -4.3% |
| 3Y | +3.1% | -8.6% | +11.7% | -6.8% |
| 5Y | -11.8% | +20.2% | -32.0% | -31.5% |
| All | +35.8% | +162.0% | -126.2% | -22.3% |
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