+9,772.3%
CSX vs LEN
+10,533.4%
-761.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -3.4% | -3.2% | -0.2% | -2.6% |
| 30D | -3.1% | -4.9% | +1.8% | -2.0% |
| 3M | +7.2% | -8.5% | +15.7% | +9.1% |
| 6M | +16.2% | -20.7% | +36.8% | +22.2% |
| YTD | +37.5% | -17.4% | +55.0% | +42.8% |
| 1Y | +53.2% | -38.2% | +91.5% | +70.4% |
| 3Y | +68.2% | -24.9% | +93.1% | +74.5% |
| 5Y | +65.2% | -11.4% | +76.7% | +60.9% |
| 10Y | +504.1% | +110.0% | +394.1% | +346.3% |
| All | +9,772.3% | +10,533.4% | -761.1% | +2,793.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling