-13.9%
CTSH vs LNG
+73.1%
-86.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.8% | -2.9% |
| 7D | -8.2% | -6.7% | -1.5% | -7.4% |
| 30D | +0.4% | +3.9% | -3.5% | -0.1% |
| 3M | +10.6% | +15.5% | -4.9% | +8.5% |
| 6M | -8.8% | +10.5% | -19.3% | -10.3% |
| YTD | -28.6% | +43.0% | -71.6% | -31.9% |
| 1Y | -15.9% | +18.9% | -34.8% | -17.8% |
| All | -13.9% | +73.1% | -86.9% | -19.7% |
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