-13.4%
CTSH vs LII
+20.3%
-33.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -2.1% | -2.3% | +0.2% | -1.6% |
| 30D | +8.0% | -1.7% | +9.6% | +8.1% |
| 3M | +10.6% | -18.3% | +28.9% | +14.9% |
| 6M | +32.5% | -32.3% | +64.8% | +40.3% |
| YTD | -21.0% | -27.1% | +6.1% | -19.3% |
| 1Y | -9.9% | -27.2% | +17.3% | -8.1% |
| 3Y | +3.1% | -8.9% | +12.1% | -7.7% |
| 5Y | -13.4% | +19.7% | -33.1% | -34.2% |
| All | -13.4% | +20.3% | -33.7% | -34.2% |
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