-14.8%
CTSH vs LNT
+35.5%
-50.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.8% | -4.1% |
| 7D | -5.5% | +1.0% | -6.5% | -5.7% |
| 30D | +4.5% | -1.1% | +5.6% | +4.7% |
| 3M | +13.7% | -3.6% | +17.3% | +14.6% |
| 6M | -8.4% | -2.7% | -5.7% | -8.2% |
| YTD | -26.5% | +8.0% | -34.5% | -28.8% |
| 1Y | -13.9% | +10.5% | -24.4% | -17.4% |
| 3Y | -11.3% | +49.6% | -60.9% | -23.9% |
| 5Y | -14.8% | +32.2% | -47.1% | -25.4% |
| All | -14.8% | +35.5% | -50.3% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling