+2,520.1%
LRCX vs CTSH
+34.5%
+2,485.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.7% | -3.1% |
| 7D | +12.7% | -2.1% | +14.8% | +13.7% |
| 30D | -21.3% | +1.4% | -22.6% | -23.4% |
| 3M | -32.9% | +7.5% | -40.3% | -37.9% |
| 6M | -23.4% | +39.6% | -63.0% | -43.3% |
| YTD | +32.4% | -22.3% | +54.7% | +42.5% |
| 1Y | +48.0% | -12.0% | +60.0% | +44.8% |
| 3Y | +243.9% | +1.8% | +242.1% | +195.6% |
| 5Y | +280.6% | -15.8% | +296.4% | +273.7% |
| All | +2,520.1% | +34.5% | +2,485.6% | +1,821.4% |
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