+34,813.6%
CTSH vs LNG
+8,550.4%
+26,263.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.1% | +11.3% | -13.5% | -3.1% |
| 30D | +1.4% | +10.6% | -9.2% | +0.2% |
| 3M | +7.5% | +16.1% | -8.7% | +5.7% |
| 6M | +39.6% | +29.6% | +10.0% | +35.8% |
| YTD | -22.3% | +60.3% | -82.6% | -26.1% |
| 1Y | -12.0% | +46.1% | -58.1% | -15.5% |
| 3Y | +1.8% | +85.9% | -84.1% | -5.0% |
| 5Y | -15.8% | +210.8% | -226.7% | -25.8% |
| 10Y | +34.8% | +808.8% | -774.0% | +6.5% |
| All | +34,813.6% | +8,550.4% | +26,263.2% | +13,702.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling