+121.3%
CTSH vs LPLA
+1,311.2%
-1,190.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -2.7% | -3.1% | +0.4% | -1.9% |
| 30D | +12.4% | -0.1% | +12.4% | +12.3% |
| 3M | +17.4% | +23.2% | -5.9% | +10.7% |
| 6M | -3.1% | +15.5% | -18.6% | -7.4% |
| YTD | -23.6% | +0.9% | -24.5% | -24.5% |
| 1Y | -10.8% | +0.2% | -11.0% | -12.2% |
| 3Y | -8.3% | +55.2% | -63.5% | -22.1% |
| 5Y | -11.3% | +145.4% | -156.8% | -36.6% |
| 10Y | +22.6% | +1,229.7% | -1,207.0% | -48.6% |
| All | +121.3% | +1,311.2% | -1,190.0% | -21.8% |
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