+482.4%
CSX vs LNT
+142.3%
+340.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.2% |
| 7D | +0.6% | +1.0% | -0.4% | +0.2% |
| 30D | -2.3% | -1.1% | -1.2% | -1.9% |
| 3M | +4.3% | -3.6% | +7.9% | +5.8% |
| 6M | +23.4% | -2.7% | +26.0% | +24.5% |
| YTD | +36.4% | +8.0% | +28.4% | +31.5% |
| 1Y | +53.0% | +10.5% | +42.6% | +45.9% |
| 3Y | +70.6% | +49.6% | +21.1% | +40.2% |
| 5Y | +65.5% | +32.2% | +33.2% | +42.3% |
| 10Y | +482.4% | +141.8% | +340.6% | +357.8% |
| All | +482.4% | +142.3% | +340.1% | +357.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 10y: compounded portfolio wealth divided by compounded LNT 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…
10y analysis · Full analysis span regression · 6 months rolling