+504.6%
CSX vs LSCC
+1,772.4%
-1,267.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.5% |
| 7D | -3.4% | +1.3% | -4.7% | -3.6% |
| 30D | -3.1% | -9.7% | +6.6% | -1.4% |
| 3M | +7.2% | -23.7% | +30.9% | +11.2% |
| 6M | +16.2% | +26.5% | -10.3% | +8.8% |
| YTD | +37.5% | +57.5% | -20.0% | +22.8% |
| 1Y | +53.2% | +75.7% | -22.5% | +33.1% |
| 3Y | +68.2% | +19.5% | +48.8% | +49.6% |
| 5Y | +65.2% | +83.8% | -18.5% | +27.2% |
| All | +504.6% | +1,772.4% | -1,267.8% | +198.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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