+636.0%
CTSH vs LVS
+56.9%
+579.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.9% |
| 7D | +1.8% | +6.7% | -4.9% | +0.4% |
| 30D | +9.8% | +13.8% | -4.0% | +6.7% |
| 3M | +12.1% | -9.5% | +21.6% | +14.4% |
| 6M | +27.4% | -22.0% | +49.4% | +34.1% |
| YTD | -20.3% | -35.7% | +15.4% | -13.0% |
| 1Y | -8.8% | -36.7% | +27.9% | -0.2% |
| 3Y | +4.0% | -8.8% | +12.9% | +3.2% |
| 5Y | -12.2% | +9.5% | -21.7% | -18.9% |
| 10Y | +38.7% | -10.9% | +49.6% | +29.0% |
| All | +636.0% | +56.9% | +579.0% | +442.3% |
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