-12.1%
CTSH vs LNG
+47.4%
-59.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.1% |
| 7D | -4.2% | +10.9% | -15.1% | -4.6% |
| 30D | +3.9% | +8.1% | -4.2% | +3.3% |
| 3M | +10.2% | +15.7% | -5.5% | +8.5% |
| 6M | +35.3% | +27.2% | +8.1% | +31.7% |
| YTD | -21.8% | +60.7% | -82.5% | -20.3% |
| 1Y | -12.1% | +46.3% | -58.4% | -15.0% |
| All | -12.1% | +47.4% | -59.5% | -15.0% |
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