+3.1%
CTSH vs LSCC
+81.4%
-78.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.1% | -9.9% | -2.8% |
| 7D | -0.6% | +13.0% | -13.6% | -0.8% |
| 30D | +13.4% | -19.8% | +33.2% | +14.1% |
| 3M | +14.4% | -18.4% | +32.8% | +15.0% |
| 6M | +27.7% | -16.1% | +43.8% | +26.3% |
| YTD | -20.6% | +42.7% | -63.3% | -28.0% |
| 1Y | -9.1% | +68.0% | -77.1% | -19.8% |
| 3Y | +3.1% | +85.8% | -82.8% | -16.5% |
| All | +3.1% | +81.4% | -78.3% | -16.5% |
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