+8.3%
CSX vs LEN
+1.3%
+7.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -2.8% |
| 7D | -5.5% | +2.1% | -7.6% | -5.8% |
| 30D | +4.9% | +16.6% | -11.6% | +2.5% |
| 3M | -2.9% | +5.3% | -8.2% | -4.2% |
| 6M | +8.3% | -0.8% | +9.1% | +7.5% |
| All | +8.3% | +1.3% | +7.0% | +7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling