-14.4%
CTSH vs LYV
+93.4%
-107.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.9% |
| 7D | -3.7% | -1.9% | -1.8% | -3.2% |
| 30D | +3.7% | -8.2% | +11.9% | +6.1% |
| 3M | +17.9% | -1.3% | +19.2% | +18.3% |
| 6M | -2.6% | +2.6% | -5.3% | -3.7% |
| YTD | -26.4% | +19.4% | -45.8% | -30.4% |
| 1Y | -13.0% | -2.2% | -10.8% | -13.3% |
| 3Y | -11.2% | +106.0% | -117.2% | -29.7% |
| All | -14.4% | +93.4% | -107.8% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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