+412.6%
CSX vs LH
+259.5%
+153.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.3% | +2.1% |
| 7D | -2.2% | +4.6% | -6.8% | -4.1% |
| 30D | +6.8% | +19.1% | -12.3% | -1.5% |
| 3M | +0.7% | +16.7% | -16.1% | -6.5% |
| 6M | +13.3% | +47.0% | -33.8% | -5.7% |
| YTD | +40.5% | +49.3% | -8.8% | +15.7% |
| 1Y | +44.7% | +48.6% | -3.9% | +19.2% |
| 3Y | +74.5% | +87.8% | -13.3% | +26.4% |
| 5Y | +52.0% | +65.0% | -13.1% | +14.6% |
| 10Y | +412.6% | +275.0% | +137.7% | +169.3% |
| All | +412.6% | +259.5% | +153.2% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling