+125.9%
CTSH vs LPLA
+1,099.8%
-973.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.4% | -5.1% | -2.6% |
| 7D | -2.3% | +2.3% | -4.6% | -2.9% |
| 30D | +7.4% | -7.7% | +15.1% | +9.1% |
| 3M | +10.9% | -15.7% | +26.6% | +15.2% |
| 6M | +24.7% | +0.8% | +23.8% | +23.0% |
| YTD | -22.0% | -14.2% | -7.8% | -20.1% |
| 1Y | -11.2% | -17.9% | +6.8% | -8.0% |
| 3Y | +3.9% | +36.1% | -32.2% | -9.2% |
| 5Y | -13.9% | +90.3% | -104.3% | -34.3% |
| 10Y | +37.8% | +841.0% | -803.2% | -36.7% |
| All | +125.9% | +1,099.8% | -973.9% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling