+22.2%
CTSH vs LUMN
-55.8%
+78.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.7% |
| 7D | -3.7% | +2.5% | -6.2% | -3.9% |
| 30D | +3.7% | +10.3% | -6.6% | +2.7% |
| 3M | +17.9% | -18.3% | +36.2% | +19.6% |
| 6M | -2.6% | +4.4% | -7.0% | -4.4% |
| YTD | -26.4% | -10.7% | -15.7% | -27.2% |
| 1Y | -13.0% | +14.0% | -27.0% | -17.1% |
| 3Y | -11.2% | +406.6% | -417.8% | -38.7% |
| 5Y | -14.3% | -36.8% | +22.5% | -12.6% |
| All | +22.2% | -55.8% | +78.0% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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