+35.7%
CTSH vs LNT
+185.4%
-149.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | -4.2% | -0.5% | -3.7% | -4.0% |
| 30D | +3.9% | +9.9% | -6.0% | -0.1% |
| 3M | +10.2% | +4.8% | +5.4% | +7.9% |
| 6M | +35.3% | +2.2% | +33.1% | +33.5% |
| YTD | -21.8% | +15.9% | -37.7% | -27.6% |
| 1Y | -12.1% | +10.6% | -22.7% | -16.9% |
| 3Y | +2.0% | +66.1% | -64.0% | -21.7% |
| 5Y | -15.3% | +55.6% | -70.9% | -34.2% |
| All | +35.7% | +185.4% | -149.7% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 10y: compounded portfolio wealth divided by compounded LNT 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…
10y analysis · Full analysis span regression · 6 months rolling