+1,402.3%
LITE vs CTSH
+37.6%
+1,364.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.7% | +8.4% | +6.7% |
| 7D | -35.9% | -0.6% | -35.3% | -36.0% |
| 30D | -51.5% | +13.4% | -64.9% | -54.8% |
| 3M | -35.7% | +14.4% | -50.2% | -41.4% |
| 6M | -43.0% | +27.7% | -70.7% | -52.9% |
| YTD | +46.1% | -20.6% | +66.7% | +53.2% |
| 1Y | +124.7% | -9.1% | +133.8% | +115.8% |
| 3Y | +1,172.1% | +3.1% | +1,169.0% | +1,023.8% |
| 5Y | +477.0% | -11.8% | +488.8% | +449.2% |
| All | +1,402.3% | +37.6% | +1,364.7% | +879.0% |
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