+18.7%
CTSH vs LNT
+148.3%
-129.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | -9.8% | -1.1% | -8.7% | -9.4% |
| 30D | +0.1% | -1.9% | +2.0% | +0.8% |
| 3M | +13.2% | -7.2% | +20.4% | +16.5% |
| 6M | -6.2% | -3.9% | -2.3% | -5.4% |
| YTD | -28.5% | +5.9% | -34.3% | -31.2% |
| 1Y | -13.8% | +8.4% | -22.1% | -18.1% |
| 3Y | -13.7% | +46.6% | -60.3% | -30.1% |
| 5Y | -16.7% | +32.4% | -49.1% | -30.2% |
| All | +18.7% | +148.3% | -129.5% | -24.4% |
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