-10.9%
CTSH vs LII
+25.3%
-36.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -3.8% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | +12.4% | -12.6% | +25.0% | +15.4% |
| 3M | +17.4% | -24.4% | +41.8% | +22.0% |
| 6M | -3.1% | -28.7% | +25.6% | +1.8% |
| YTD | -23.6% | -19.1% | -4.4% | -23.4% |
| 1Y | -10.8% | -29.7% | +18.9% | -6.7% |
| 3Y | -8.3% | +4.8% | -13.1% | -20.8% |
| All | -10.9% | +25.3% | -36.2% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling