+22.0%
CTSH vs LSCC
+1,772.4%
-1,750.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.0% | -5.6% | -3.9% |
| 7D | -2.7% | +1.3% | -4.0% | -2.9% |
| 30D | +12.4% | -9.7% | +22.0% | +14.0% |
| 3M | +17.4% | -23.7% | +41.1% | +20.7% |
| 6M | -3.1% | +26.5% | -29.6% | -11.2% |
| YTD | -23.6% | +57.5% | -81.1% | -33.8% |
| 1Y | -10.8% | +75.7% | -86.5% | -25.0% |
| 3Y | -8.3% | +19.5% | -27.8% | -20.8% |
| 5Y | -11.3% | +83.8% | -95.1% | -34.4% |
| All | +22.0% | +1,772.4% | -1,750.4% | -42.3% |
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