+1.8%
CTSH vs LNG
+85.6%
-83.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.1% | +11.3% | -13.5% | -3.3% |
| 30D | +1.4% | +10.6% | -9.2% | -0.2% |
| 3M | +7.5% | +16.1% | -8.7% | +5.0% |
| 6M | +39.6% | +29.6% | +10.0% | +34.2% |
| YTD | -22.3% | +60.3% | -82.6% | -27.9% |
| 1Y | -12.0% | +46.1% | -58.1% | -17.1% |
| 3Y | +1.8% | +85.9% | -84.1% | -8.7% |
| All | +1.8% | +85.6% | -83.8% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling