+490.1%
CSX vs LH
+190.8%
+299.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +1.5% |
| 7D | -3.4% | -2.5% | -0.9% | -2.3% |
| 30D | -3.1% | +4.3% | -7.4% | -4.9% |
| 3M | +7.2% | +25.5% | -18.4% | -3.5% |
| 6M | +16.2% | +17.0% | -0.8% | +7.7% |
| YTD | +37.5% | +31.3% | +6.3% | +20.7% |
| 1Y | +53.2% | +20.0% | +33.3% | +39.6% |
| 3Y | +68.2% | +63.9% | +4.4% | +30.4% |
| 5Y | +65.2% | +30.9% | +34.4% | +39.8% |
| All | +490.1% | +190.8% | +299.3% | +237.6% |
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