+37.1%
CTSH vs LSCC
+1,498.6%
-1,461.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.4% | -11.2% | -2.5% |
| 7D | -2.1% | +14.5% | -16.5% | -4.4% |
| 30D | +8.0% | -0.1% | +8.0% | +7.0% |
| 3M | +10.6% | -2.7% | +13.2% | +9.3% |
| 6M | +32.5% | -4.8% | +37.3% | +28.5% |
| YTD | -21.0% | +66.9% | -87.8% | -33.3% |
| 1Y | -9.9% | +85.8% | -95.8% | -25.9% |
| 3Y | +3.1% | +115.6% | -112.4% | -23.3% |
| 5Y | -13.4% | +48.8% | -62.2% | -33.8% |
| 10Y | +37.1% | +1,490.3% | -1,453.1% | -41.0% |
| All | +37.1% | +1,498.6% | -1,461.4% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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