+416.4%
CSX vs LH
+263.2%
+153.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -0.3% | +1.2% | -1.5% | -0.8% |
| 30D | +8.7% | +18.0% | -9.3% | +0.7% |
| 3M | +4.2% | +15.7% | -11.5% | -2.8% |
| 6M | +16.7% | +46.6% | -30.0% | -2.7% |
| YTD | +44.5% | +49.5% | -5.0% | +18.9% |
| 1Y | +50.3% | +40.2% | +10.1% | +27.3% |
| 3Y | +76.3% | +87.6% | -11.3% | +27.8% |
| 5Y | +58.1% | +59.3% | -1.1% | +21.5% |
| 10Y | +416.4% | +266.1% | +150.3% | +178.7% |
| All | +416.4% | +263.2% | +153.2% | +178.7% |
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