+3,982.0%
CSX vs LNG
+1,178.8%
+2,803.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -3.4% | +3.4% | -6.8% | -3.5% |
| 30D | -3.1% | +14.9% | -17.9% | -3.7% |
| 3M | +7.2% | +21.4% | -14.2% | +6.3% |
| 6M | +16.2% | +17.8% | -1.6% | +15.2% |
| YTD | +37.5% | +51.3% | -13.7% | +34.9% |
| 1Y | +53.2% | +24.4% | +28.8% | +51.6% |
| 3Y | +68.2% | +79.7% | -11.4% | +63.5% |
| 5Y | +65.2% | +241.3% | -176.1% | +55.9% |
| 10Y | +504.1% | +603.1% | -99.0% | +451.9% |
| All | +3,982.0% | +1,178.8% | +2,803.1% | +3,169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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