+35.7%
CTSH vs LII
+166.1%
-130.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -4.2% | -0.2% | -4.0% | -4.2% |
| 30D | +3.9% | -0.6% | +4.5% | +3.7% |
| 3M | +10.2% | -17.0% | +27.2% | +15.9% |
| 6M | +35.3% | -31.1% | +66.4% | +46.2% |
| YTD | -21.8% | -27.7% | +5.9% | -18.3% |
| 1Y | -12.1% | -26.2% | +14.0% | -9.0% |
| 3Y | +2.0% | -9.6% | +11.7% | -7.1% |
| 5Y | -15.3% | +15.7% | -30.9% | -32.9% |
| All | +35.7% | +166.1% | -130.4% | -23.6% |
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