-12.1%
CTSH vs LSCC
+26.3%
-38.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.1% | -9.9% | -3.5% |
| 7D | -0.6% | +13.0% | -13.6% | -2.1% |
| 30D | +13.4% | -19.8% | +33.2% | +15.7% |
| 3M | +14.4% | -18.4% | +32.8% | +16.0% |
| 6M | +27.7% | -16.1% | +43.8% | +26.2% |
| YTD | -20.6% | +42.7% | -63.3% | -30.5% |
| 1Y | -9.1% | +68.0% | -77.1% | -23.3% |
| 3Y | +3.1% | +85.8% | -82.8% | -20.7% |
| All | -12.1% | +26.3% | -38.4% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling