+414.9%
CSX vs LH
+261.9%
+153.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +6.0% | +1.1% | +4.9% | +5.5% |
| 30D | +7.8% | +16.7% | -8.9% | +0.4% |
| 3M | +4.1% | +15.1% | -11.0% | -2.7% |
| 6M | +17.9% | +46.3% | -28.4% | -1.6% |
| YTD | +44.9% | +48.8% | -3.9% | +19.5% |
| 1Y | +51.1% | +39.7% | +11.4% | +28.3% |
| 3Y | +78.3% | +87.0% | -8.8% | +29.4% |
| 5Y | +58.1% | +53.0% | +5.1% | +23.9% |
| All | +414.9% | +261.9% | +153.0% | +178.6% |
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