+10,056.0%
CSX vs LEN
+11,628.2%
-1,572.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.2% |
| 7D | -2.7% | +7.2% | -9.9% | -4.5% |
| 30D | +7.0% | +19.1% | -12.1% | +2.2% |
| 3M | -0.3% | +4.9% | -5.2% | -2.0% |
| 6M | +13.5% | +7.6% | +6.0% | +10.3% |
| YTD | +41.5% | -8.9% | +50.4% | +42.7% |
| 1Y | +45.8% | -22.7% | +68.5% | +52.8% |
| 3Y | +74.4% | -16.8% | +91.2% | +75.8% |
| 5Y | +53.6% | -1.4% | +55.0% | +45.1% |
| 10Y | +465.6% | +160.3% | +305.3% | +294.9% |
| All | +10,056.0% | +11,628.2% | -1,572.2% | +2,791.8% |
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