+412.6%
CSX vs LEN
+166.0%
+246.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.4% | +1.8% |
| 7D | -2.2% | +0.6% | -2.8% | -2.4% |
| 30D | +6.8% | +19.4% | -12.6% | +1.2% |
| 3M | +0.7% | +4.5% | -3.8% | -1.2% |
| 6M | +13.3% | +4.9% | +8.3% | +10.3% |
| YTD | +40.5% | -8.9% | +49.4% | +41.9% |
| 1Y | +44.7% | -23.0% | +67.6% | +53.2% |
| 3Y | +74.5% | -16.7% | +91.2% | +74.9% |
| 5Y | +52.0% | -4.5% | +56.4% | +41.3% |
| 10Y | +412.6% | +162.2% | +250.5% | +254.3% |
| All | +412.6% | +166.0% | +246.6% | +254.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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