+72.2%
CSX vs LNT
+51.2%
+21.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -3.1% | -3.2% | +0.1% | -2.1% |
| 3M | +7.2% | -4.1% | +11.2% | +8.6% |
| 6M | +16.2% | -4.6% | +20.7% | +17.8% |
| YTD | +37.5% | +7.0% | +30.5% | +34.4% |
| 1Y | +53.2% | +8.3% | +44.9% | +49.1% |
| All | +72.2% | +51.2% | +21.0% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling