+446.1%
LITE vs CTSH
-9.4%
+455.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +1.2% | -19.8% | -18.8% |
| 7D | -44.6% | +6.4% | -51.0% | -45.0% |
| 30D | -55.0% | +16.3% | -71.3% | -56.3% |
| 3M | -38.3% | +20.0% | -58.3% | -41.2% |
| 6M | -48.8% | +29.9% | -78.7% | -52.7% |
| YTD | +38.3% | -18.4% | +56.7% | +57.0% |
| 1Y | +119.0% | -8.9% | +127.9% | +131.2% |
| 3Y | +1,092.0% | +6.0% | +1,086.0% | +1,045.0% |
| 5Y | +446.1% | -9.3% | +455.4% | +483.0% |
| All | +446.1% | -9.4% | +455.5% | +483.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling