+68.6%
CSX vs LH
+80.4%
-11.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.6% |
| 7D | -5.5% | +1.4% | -7.0% | -5.9% |
| 30D | +4.9% | +17.5% | -12.6% | -0.4% |
| 3M | -2.9% | +16.1% | -18.9% | -7.6% |
| 6M | +8.3% | +43.4% | -35.0% | -4.4% |
| YTD | +36.7% | +47.2% | -10.5% | +19.1% |
| 1Y | +41.5% | +50.1% | -8.6% | +22.2% |
| 3Y | +68.6% | +81.2% | -12.5% | +32.1% |
| All | +68.6% | +80.4% | -11.8% | +32.1% |
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