+22.2%
CTSH vs LNG
+562.2%
-540.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -3.7% | -4.7% | +1.0% | -2.6% |
| 30D | +3.7% | +3.8% | -0.1% | +2.7% |
| 3M | +17.9% | +16.2% | +1.8% | +13.4% |
| 6M | -2.6% | +11.7% | -14.3% | -5.9% |
| YTD | -26.4% | +44.2% | -70.6% | -33.4% |
| 1Y | -13.0% | +18.6% | -31.6% | -17.4% |
| 3Y | -11.2% | +77.4% | -88.6% | -25.6% |
| 5Y | -14.3% | +232.3% | -246.6% | -42.3% |
| All | +22.2% | +562.2% | -540.0% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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