+18.5%
CTSH vs LVS
+1.2%
+17.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.4% |
| 7D | -8.2% | -2.7% | -5.5% | -7.4% |
| 30D | +0.4% | -4.7% | +5.1% | +1.8% |
| 3M | +10.6% | -15.6% | +26.2% | +16.0% |
| 6M | -8.8% | -18.6% | +9.8% | -3.4% |
| YTD | -28.6% | -32.3% | +3.7% | -20.7% |
| 1Y | -15.9% | -18.0% | +2.1% | -12.4% |
| 3Y | -13.9% | -5.8% | -8.0% | -16.3% |
| 5Y | -17.1% | +5.7% | -22.8% | -26.4% |
| All | +18.5% | +1.2% | +17.3% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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