+11,539.1%
CSX vs LH
+1,588.1%
+9,951.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | +3.1% | +2.5% | +0.6% | +2.7% |
| 30D | +9.7% | +18.7% | -9.0% | +6.9% |
| 3M | +4.9% | +15.3% | -10.4% | +2.6% |
| 6M | +18.4% | +45.4% | -27.0% | +11.8% |
| YTD | +45.9% | +49.5% | -3.6% | +37.1% |
| 1Y | +50.0% | +41.4% | +8.6% | +42.1% |
| 3Y | +78.0% | +87.6% | -9.6% | +61.3% |
| 5Y | +59.2% | +53.8% | +5.4% | +47.8% |
| 10Y | +421.4% | +266.2% | +155.2% | +331.0% |
| All | +11,539.1% | +1,588.1% | +9,951.1% | +8,266.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling