+68.6%
CSX vs LEN
-18.1%
+86.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -2.7% |
| 7D | -5.5% | +2.1% | -7.6% | -6.0% |
| 30D | +4.9% | +16.6% | -11.6% | +1.3% |
| 3M | -2.9% | +5.3% | -8.2% | -4.4% |
| 6M | +8.3% | -0.8% | +9.1% | +7.7% |
| YTD | +36.7% | -11.7% | +48.5% | +38.9% |
| 1Y | +41.5% | -24.6% | +66.1% | +49.1% |
| 3Y | +68.6% | -18.7% | +87.3% | +57.1% |
| All | +68.6% | -18.1% | +86.7% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling