+73.5%
CSX vs LH
+86.6%
-13.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.3% |
| 7D | +0.7% | +4.8% | -4.1% | -0.7% |
| 30D | +8.1% | +18.8% | -10.7% | +2.2% |
| 3M | +2.2% | +15.7% | -13.5% | -2.6% |
| 6M | +14.6% | +46.7% | -32.1% | +0.4% |
| YTD | +42.2% | +48.9% | -6.7% | +23.4% |
| 1Y | +47.3% | +43.5% | +3.8% | +29.5% |
| 3Y | +73.5% | +86.9% | -13.4% | +32.9% |
| All | +73.5% | +86.6% | -13.1% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling