+51.1%
CSX vs LH
+41.3%
+9.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +6.0% | +1.1% | +4.9% | +5.7% |
| 30D | +7.8% | +16.7% | -8.9% | +4.2% |
| 3M | +4.1% | +15.1% | -11.0% | +0.9% |
| 6M | +17.9% | +46.3% | -28.4% | +6.6% |
| YTD | +44.9% | +48.8% | -3.9% | +28.5% |
| 1Y | +51.1% | +39.7% | +11.4% | +39.5% |
| All | +51.1% | +41.3% | +9.8% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling