-14.8%
CTSH vs LVS
+4.5%
-19.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -3.0% | -3.6% |
| 7D | -5.5% | +0.3% | -5.8% | -5.5% |
| 30D | +4.5% | -3.9% | +8.4% | +5.4% |
| 3M | +13.7% | -12.9% | +26.6% | +17.3% |
| 6M | -8.4% | -16.9% | +8.5% | -4.6% |
| YTD | -26.5% | -31.2% | +4.7% | -20.5% |
| 1Y | -13.9% | -16.4% | +2.5% | -11.4% |
| 3Y | -11.3% | -4.4% | -6.9% | -13.8% |
| 5Y | -14.8% | +6.7% | -21.5% | -21.6% |
| All | -14.8% | +4.5% | -19.4% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling