+416.4%
CSX vs LOW
+303.6%
+112.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -0.3% | +1.0% | -1.3% | -0.7% |
| 30D | +8.7% | +25.6% | -16.9% | -2.4% |
| 3M | +4.2% | +5.3% | -1.1% | +1.4% |
| 6M | +16.7% | +3.7% | +12.9% | +13.6% |
| YTD | +44.5% | -1.9% | +46.3% | +43.6% |
| 1Y | +50.3% | +0.6% | +49.7% | +47.3% |
| 3Y | +76.3% | +26.4% | +49.9% | +51.9% |
| 5Y | +58.1% | +10.1% | +48.0% | +42.3% |
| 10Y | +416.4% | +301.3% | +115.1% | +138.3% |
| All | +416.4% | +303.6% | +112.8% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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