+2,331.0%
LITE vs CTSH
+22.8%
+2,308.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.6% | +7.6% | +5.5% |
| 7D | -1.5% | -2.7% | +1.2% | -0.5% |
| 30D | +6.7% | +12.4% | -5.7% | +0.7% |
| 3M | -6.8% | +17.4% | -24.1% | -16.1% |
| 6M | +29.4% | -3.1% | +32.5% | +26.1% |
| YTD | +139.1% | -23.6% | +162.7% | +160.9% |
| 1Y | +521.0% | -10.8% | +531.8% | +513.2% |
| 3Y | +1,535.3% | -8.3% | +1,543.6% | +1,488.6% |
| 5Y | +889.8% | -11.3% | +901.2% | +858.9% |
| All | +2,331.0% | +22.8% | +2,308.2% | +1,720.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 10y: compounded portfolio wealth divided by compounded CTSH 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…
10y analysis · Full analysis span regression · 6 months rolling