+6.0%
CTSH vs LSCC
+69.3%
-63.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.6% | +9.8% | +1.3% |
| 7D | +6.4% | -4.8% | +11.3% | +6.5% |
| 30D | +16.3% | -27.1% | +43.4% | +17.2% |
| 3M | +20.0% | -23.6% | +43.6% | +20.7% |
| 6M | +29.9% | -19.8% | +49.8% | +28.2% |
| YTD | -18.4% | +33.2% | -51.6% | -25.9% |
| 1Y | -8.9% | +55.2% | -64.1% | -19.4% |
| All | +6.0% | +69.3% | -63.3% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling