+58.1%
CSX vs LEN
-7.9%
+66.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -0.3% | -6.4% | +6.1% | +1.4% |
| 30D | +8.7% | +15.6% | -7.0% | +4.5% |
| 3M | +4.2% | -0.8% | +5.0% | +3.8% |
| 6M | +16.7% | +0.4% | +16.3% | +15.3% |
| YTD | +44.5% | -14.1% | +58.6% | +48.0% |
| 1Y | +50.3% | -29.6% | +79.9% | +62.2% |
| 3Y | +76.3% | -23.1% | +99.4% | +78.8% |
| 5Y | +58.1% | -8.9% | +67.0% | +46.7% |
| All | +58.1% | -7.9% | +66.1% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling