+605.5%
CTSH vs LVS
+69.2%
+536.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -2.7% | -1.5% | -1.2% | -2.4% |
| 30D | +12.4% | -3.2% | +15.6% | +13.1% |
| 3M | +17.4% | -12.0% | +29.3% | +20.5% |
| 6M | -3.1% | -19.9% | +16.8% | +1.4% |
| YTD | -23.6% | -30.6% | +7.1% | -17.8% |
| 1Y | -10.8% | -17.7% | +6.9% | -8.0% |
| 3Y | -8.3% | -14.2% | +5.9% | -7.9% |
| 5Y | -11.3% | +9.6% | -21.0% | -18.5% |
| 10Y | +22.6% | +5.7% | +16.9% | +10.2% |
| All | +605.5% | +69.2% | +536.3% | +412.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling