-13.8%
CTSH vs LNG
+19.6%
-33.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -9.8% | -4.5% | -5.3% | -9.3% |
| 30D | +0.1% | +4.7% | -4.6% | -0.3% |
| 3M | +13.2% | +15.1% | -1.9% | +11.4% |
| 6M | -6.2% | +13.6% | -19.8% | -7.8% |
| YTD | -28.5% | +44.0% | -72.4% | -28.2% |
| 1Y | -13.8% | +18.4% | -32.1% | -7.5% |
| All | -13.8% | +19.6% | -33.3% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling