-17.1%
CTSH vs LNG
+222.3%
-239.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.8% | -2.9% |
| 7D | -8.2% | -6.7% | -1.5% | -7.1% |
| 30D | +0.4% | +3.9% | -3.5% | -0.2% |
| 3M | +10.6% | +15.5% | -4.9% | +7.8% |
| 6M | -8.8% | +10.5% | -19.3% | -10.7% |
| YTD | -28.6% | +43.0% | -71.6% | -33.1% |
| 1Y | -15.9% | +18.9% | -34.8% | -18.7% |
| 3Y | -13.9% | +74.7% | -88.5% | -23.3% |
| 5Y | -17.1% | +231.2% | -248.3% | -35.6% |
| All | -17.1% | +222.3% | -239.3% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling