+21.0%
CTSH vs LPLA
+1,198.0%
-1,177.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -8.2% | -1.5% | -6.7% | -7.8% |
| 30D | +0.4% | -6.0% | +6.4% | +2.1% |
| 3M | +10.6% | +21.4% | -10.8% | +4.8% |
| 6M | -8.8% | +12.1% | -20.9% | -12.1% |
| YTD | -28.6% | -1.8% | -26.8% | -28.9% |
| 1Y | -15.9% | +3.2% | -19.1% | -17.8% |
| 3Y | -13.9% | +45.9% | -59.8% | -25.6% |
| 5Y | -17.1% | +144.7% | -161.7% | -41.4% |
| 10Y | +21.0% | +1,222.4% | -1,201.4% | -33.3% |
| All | +21.0% | +1,198.0% | -1,177.0% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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