+617.1%
CTSH vs LVS
+55.3%
+561.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -1.2% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | +1.4% | +10.0% | -8.6% | -0.7% |
| 3M | +7.5% | -11.0% | +18.5% | +10.0% |
| 6M | +39.6% | -20.1% | +59.7% | +46.1% |
| YTD | -22.3% | -36.3% | +14.0% | -15.1% |
| 1Y | -12.0% | -36.8% | +24.9% | -3.6% |
| 3Y | +1.8% | -9.5% | +11.3% | +1.2% |
| 5Y | -15.8% | +9.3% | -25.1% | -22.3% |
| 10Y | +34.8% | -11.0% | +45.8% | +25.4% |
| All | +617.1% | +55.3% | +561.9% | +429.6% |
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 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